Organisation actuelle   BNP Paribas - London Branch

Situation actuelle   Salarié(e)

Mots-clés   

Motivations   

• Rechercher un emploi
• Etre à l'écoute du marché du travail

Ce que je peux apporter   I have a very quantitative profile, with a high level in applied mathematics, stochastic calculus and numerical methods. I developed big C++, C# and VBA projects in a professional frameworks, and performed in-depth research on FX high-frequency data, making me familiar both with the research activity and the real development of production tools.

Ce que je recherche   I am personally convinced that high-frequency flows activity (both market-making and prop trading) is still awaiting for a major breakthrough comparable to the Black-Scholes implied volatility in the Derivatives field, which would establish a robust theoretical framework from which further developments can be carried out.
I am interested in any job, discussion or other regarding the objective.