 Hors ligne | Valentin ClémentLooking for a Trading Off-cycle Internship |
Hors ligne | Valentin ClémentLooking for a Trading Off-cycle Internship |
Ville LONDON
Pays UNITED KINGDOM
Téléphone mobile +447807059612
Adresse e-mail valentin.clement@ponts.org
Site Internet personel http://www.ponts.org/cv/16776CV.pdf
Organisation actuelle BNP Paribas - London Branch
Situation actuelle Salarié(e)
Mots-clés
Motivations
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.
| Titre | Option Trader Intern |
| Institution | Société Générale SGCIB/GEDS |
| Domaine | Exotic Products on Mutual Funds Trading |
| Période | Décembre 2007 - Septembre 2008 |
| Taille | Seulement moi |
| Description | As an intern on the Exotic Products on Mutual Funds, I coded big VBA applications for the management of the Greeks of the portfolio and for the automation of Traders and Engineers' tasks. I also analyzed hedging methods using benchmark indexes and implemented them. |
| Titre | Asset Based Finance Intern |
| Institution | Société Générale SGCIB/CAFI |
| Domaine | Asset Based Finance and Leasing |
| Période | Juillet 2007 - Décembre 2007 |
| Taille | Seulement moi |
| Description | The Asset Based Finance and Leasing service of Société Générale provides innovative funding solutions for big development projects like the building of factories or the renewal of trains. I developed financial models and took part in the drawing up of contracts and presentations for the clients. |
| Titre | Assistant Researcher |
| Institution | ENPC/CERMICS |
| Domaine | Applied Mathematics |
| Période | Mai 2006 - Juillet 2006 |
| Taille | Seulement moi |
| Description | My Scientific Internship took place in the Ecole des Ponts' mathematics laboratory, the CERMICS. My subject was the C++ numerical solving of the PDE derived from the Heston Model for pricing vanilla option with stochastic volatility. |
| Titre | Master of Engineering |
| Institution | Ecole des Ponts Paristech |
| Période | Septembre 2005 - Septembre 2009 |
| Domaine | Applied Mathematics and Computer Science |
| Description | Speciality in Financial Mathematics Courses : Probability, Statistics, Optimization, Signal processing, Analysis |
| Titre | Master of Applied Science |
| Institution | Ecole des Ponts ParisTech |
| Période | Septembre 2008 - Septembre 2009 |
| Domaine | Applied Mathematics for Finance |
| Description | Top French research master in financial mathematics. Courses : Stochastic Calculus, High-frequency statistics, Monte-Carlo and PDE-based pricing, Financial modelling |
| Titre | French Classe Préparatoire aux Grandes Ecoles |
| Institution | Lycée Chateaubriand RENNES |
| Période | Septembre 2003 - Septembre 2003 |
| Domaine | Mathematics and Physics |
| Description | Intensive mathematics and physics courses in order to attend French Grandes Ecoles entrance exams. |