Headquarters:
London, England
Industry:
Information Technology And Services
Title:
Research Engineer, Quantum Machine Learning and Finance applications
Company:
Rigetti Computing
Company Industry:
Information Technology And Services
Company Website:
rigetti.com
Company Linkedin:
linkedin.com/company/rigetti-computing
Company Size:
51-200
Current Job Duration:
3 yrs 4 mos
Country:
United Kingdom
Languages:
Anglais, Espagnol, Français, Italien
Work Experience:
Title: Research Engineer, Quantum Machine Learning and Finance applications
Company: Rigetti Computing
Company URL: https://www.linkedin.com/company/rigetti-computing/
Industry: Information Technology And Services
Company Size: 51-200
Location: London
Country: None
Employment Type: None
Start At: 09-2022
Ends At: Present
Description: None
Title: Independent Contractor
Company: Groupe CréDit Agricole
Company URL: https://www.linkedin.com/company/credit-agricole/
Industry: Banking
Company Size: 10001+
Location: Paris Area, France
Country: None
Employment Type: None
Start At: 04-2019
Ends At: 09-2022
Description: None
Title: Independent Contractor
Company: None
Company URL: None
Industry: None
Company Size: None
Location: London, United Kingdom
Country: None
Employment Type: None
Start At: 12-2018
Ends At: 04-2019
Description: None
Title: Independent Contractor
Company: Groupe CréDit Agricole
Company URL: https://www.linkedin.com/company/credit-agricole/
Industry: Banking
Company Size: 10001+
Location: Paris Area, France
Country: None
Employment Type: None
Start At: 02-2018
Ends At: 12-2018
Description: None
Title: Independent Contractor
Company: Jpmorganchase
Company URL: https://www.linkedin.com/company/jpmorganchase/
Industry: Financial Services
Company Size: 10001+
Location: London, United Kingdom
Country: None
Employment Type: None
Start At: 10-2017
Ends At: 02-2018
Description: None
Title: Independent Contractor
Company: Ubs
Company URL: https://www.linkedin.com/company/ubs/
Industry: Financial Services
Company Size: 10001+
Location: London, United Kingdom
Country: None
Employment Type: None
Start At: 08-2016
Ends At: 10-2017
Description: None
Title: Quantitative Analyst
Company: Citi
Company URL: https://www.linkedin.com/company/citi/
Industry: Financial Services
Company Size: 10001+
Location: London, Royaume-Uni
Country: None
Employment Type: None
Start At: 12-2014
Ends At: 08-2016
Description: None
Title: Quantitative Analyst
Company: Ubs
Company URL: https://www.linkedin.com/company/ubs/
Industry: Financial Services
Company Size: 10001+
Location: London, Royaume-Uni
Country: None
Employment Type: None
Start At: 02-2014
Ends At: 12-2014
Description: None
Title: Crédit Agricole
Company: Groupe CréDit Agricole
Company URL: https://www.linkedin.com/company/credit-agricole/
Industry: Banking
Company Size: 10001+
Location: None
Country: None
Employment Type: None
Start At: 08-2010
Ends At: 01-2014
Description: Groupe de Recherche Opérationnelle
- Development of multi factors stochastic volatility IR models using Wishart processes with the IR Quantitative Research team at CACIB. Part of my Phd work.
- Audit of Counterparty Risk models used for credit trading limits and capital requirement computations
- Quantitatitative support for ALM in Retail Banking: pricing of callable bonds, modeling and hedging of embedded options, Inflation Risk, Markov Functional Models: Calibration and hedging of path dependent products, - Validation of Interest Rates Exotics Models
- Study and implementation of Quadratic Gaussian Model
Education:
School: Ecole nationale des Ponts et Chaussées
Degree: Doctor of Philosophy (PhD), Financial Mathematics
Activities: None
School: University Paris VI
Degree: Master of Science (MSc), Probability and Random Models
Activities: None
School: École des Ponts ParisTech
Degree: null, null
Activities: None
Headline:
Quantitative Analyst / Developer - Research Engineer