À propos de Ilyes
I am a highly skilled and motivated engineer from ENSTA Paris, one of the top engineering schools in France. With a strong background in mathematical engineering and a focus on data science, machine learning, and quantitative finance, I bring a unique set of skills and expertise to the table. I have gained valuable experience working with prominent English and French banks, where I have honed my abilities in applying advanced algorithms and models to solve complex problems.
Français
Bilingue ou natif
Accepte de travailler sur site
Paris (jusqu’à 50 km)
Expériences
- Goldman SachsQuantitative Strategist: FX desk Stratjanvier 2024 - octobre 2024 (9 mois)London, UK• Worked on enhancing FX exotic pricing and risk management by integrating a time-dependent Heston model into the LSV model in a Monte Carlo framework.
- EruditisQuantitative traderjanvier 2022 - janvier 2024 (2 ans)United States• Part Time job (Remote freelance)• Exploring and implementing trading strategies using Machine Learning and Reinforcement Learning• Implementing research papers.
- CREDIT AGRICOLE CIBQuantitative analystjanvier 2023 - janvier 2023Paris, France• Collecting and analyzing data from US insurers, forward rates, implied volatilities, and index values to anticipate and explain insurers' trading activities.• Building and maintaining new models, gaining 20 points in performance.
Recommandations
Soyez le premier à recommander Ilyes
Contribuez à la réussite de ce freelance en partageant votre expérience de collaboration avec lui.
Ces profils de freelance correspondent également à vos critères
Agatha Frydrych
Backend Java Software Engineer
4.7
(3)
2
Baptiste Duhen
Fullstack developer
4.6
(4)
5
Amed Hamou
Senior Lead Developer
4
(2)
7
Audrey Champion
Web developer
4.3
(3)
4
Formations
- Master of EngineeringENSTA Paris2020Master of Engineering - MEng, Applied Mathematics & Quantitative finance
- Master's Probability and finance, El KarouiEcole Polytechnique2024