Guyve R.
.
Salaire / Taux journalier
47600 Francescas, France
Freelance, ouvert au CDI
Expertises
Langues
À propos
Introduction
13+ ans d'expérience data dont 10+ en management et direction d'équipes. Définition et pilotage de la stratégie data, gouvernance d'entreprise et conduite du changement vers une culture orientée données avec une forte expertise technique (architecture, Cloud, IA). Secteurs : assurance, finance, banque, asset management, trading, retail.
Expérience de travail
Fondateur
SIGMA ENGINE
déc. 2022 - Présent
3 ans 11 mois
Paris, France
Sigma Engine provides AI-driven solutions across various sectors including financial markets, banking, and insurance. The company also offers advanced cloud-based services in data architecture, data engineering, and data science, helping organizations harness the full potential of their data
Head Systematic
4 MUDDYFEET LTD
sept. 2021 - Présent
5 ans 2 mois
Singapour
Setting up a systematic trading desk Development of L/S systematic trading strategies on BTC and ETH (Python) Blockchain metrics analysis (MVRV, NVT,...) and proprietary indicators development On chain statistical model’s prediction Volatility BTC trading on Deribit Arbitrage strategies Risk Factor Crypto Strategy
Head
SGFC / HTTS
mars 2013 - Présent
13 ans 8 mois
1422 Grandson, Suisse
Proprietary Trading Discretionary: DMA best execution and voice market execution of Global Macro Long/Short Strategies, Management of Future and Options book, Risk Management. Proprietary Trading Quant: Implementation and development of systematic trading strategies, Backtesting, Optimization, Robustness tests Area of Expertise: Implied Volatility surface, Index, stocks, ETF, Bonds, Currency, Commodities. R&D project : Statistical Models prediction with switching regime on VIX, Implied volatility.
Equity Derivatives Trader
Mosaic Finance
juin 2012 - mars 2013
10 mois
7620 Paris, Danemark
Equity Derivatives : UK single stocks, Swiss single stocks, Dax and Eurostoxx index Market making on UK single stocks listed options(Life), electronic and broker markets Management of book's Greeks and trading limits.
Quantitative Research
SGCIB
juil. 2011 - juil. 2012
1 an 1 mois
7620 Paris, Danemark
Fixed income Market : Modeling the yield curve by interest rate model (Quadratic Gaussian model with 2 factors) Pricing and hedging : Swaption, CMS spread option, Callable.
Quantitative Analyst
Barclays Capital
oct. 2010 - juil. 2011
10 mois
FX market : Study of a foreign exchange model with local and quadratic volatility Dupire's PDE and the expression of the local volatility Andersen local and quadratic volatility model Calibration of volatility and pricing of FX derivatives (barrier options, forward start option) by Monte Carlo and PDE resolution (in C + +) Introducing a stochastic component to the local volatility.
Quantitative Analyst
Societe Generale Corporate & Investment Banking
janv. 2010 - janv. 2010
1 mois
Risk desk Modeling of credit and market risk on securities portfolios Backtesting of internal model with trend statistics indicators
Formation
Université Paris Cité
Master II, Modélisation aléatoire (Laure Elie)
2010 - 2011
1 an 1 mois
ENSAE
Ingénieur, Finance de marché
2009 - 2011
2 ans 1 mois
Cours de Finance : -Calcul Stochastique -Évaluation d'actifs par arbitrage -Pricing avancée -Calcul de Malliavin -Monte-Carlo -Modéliation de la coube des taux -Produits de Taux -Instruments Financiers -Trading Optimal Cours de Statistique : -Statistique paramétrique -Statistique non paramétrique -Statistique des données Haute Fréquence -Économétrie de la Finance Cours de méthode Numérique : -EDP en Finance -Monte Carlo avancée -Techniques d’ingénierie financière