Hamed Joorati

Introduction

Mathematician, Engineer and Researcher with a strong appetite for financial markets. 3rd Place & Best Stable Model Prize at ADIA Lab Market Prediction Competition. 5 years experience of investment banking at Société Générale CIB in cross-asset structured products modeling and pricing and process automation with experience both as a permanent and consultant. 3 years experience as a Researcher on Quantum Machine Learning and Quantum Monte Carlo applied to quantitative finance. Previous internship experience in research and IT industry. Excellent communication, problem solving, quantitative finance, mathematical and programming (Python, VBA, KDB, R, C++) skills. Strong attention to detail, adaptable, able to hit the ground running, work individually or in a team to deliver against tight deadlines. Certified FRM (Financial Risk Manager) Wilmott Certificate in Quantitative Finance with Distinction Programming: Python, C++, R, KDB+/Q, MATLAB Financial Topics Interests: XVA, Fixed Income, Non-Linear Products Modelling and Pricing, Hybrids Structured Products, Systematic Trading Strategies, Market Micro-structure, Quantitative Trading, Algorithmic and High-Frequency Trading Mathematical Interests: Stochastic Calculus, Monte Carlo Methods, Partial Differential Equations, Finite Difference Methods, Finite Element Methods, Game Theory Computer Science Interests: Machine Learning, Deep Learning, Reinforcement Learning, Data Science Languages: French (Native), English (Fluent) , German (Intermediate)

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