Arnold FADIKPE

Product Manager

Paris, Île-de-France, France4 yrs 3 mos experience

Most Likely To SwitchHighly Stable

Key Highlights

Master's degree in Applied Mathematics in Finance.
Over 3 years of experience as a Quant.
Expertise in portfolio optimization and systematic strategies.

Stackforce AI infers this person is a Quantitative Analyst specializing in Fintech with a focus on risk management and algorithmic trading.

Contact

arnoldfadikpe7@gmail.com LinkedIn

Skills

Core Skills

Quantitative AnalysisRisk AnalysisQuantitative StrategyQuantitative Research

Other Skills

API DevelopmentAlgorithmic TradingBayesian inferenceBayesian statisticsBig DataCarbon Footprint AnalysisData AnalysisData ModelingDeep LearningEquity DerivativesEvent-Driven ResearchFactor AnalysisFinancial EngineeringGUI DevelopmentJava

About

I have a master's degree in Applied Mathematics in Finance and data science, and more than 3 years experience as a Quant. My experience has been made by working on different subjects such as event driven research, volatility dispersion strategies , portfolio construction and risk management of derivatives trading. I also had opportunity to work on technology-oriented projects such as building real-time application for the trading desk using python and Q/kdb. Result-oriented with a strong learning curve I am interested in working as a quant researcher/ quant strategist in the fields of: portfolio optimization, systematic strategies, alpha research accross all kind of assets(commodities, equities, cryptos).

Experience

Morgan stanley

2 roles

Quantitative Analyst

Promoted

Apr 2024 – Present · 1 yr 11 mos

Paris R&D center
Researched and implemented systematic models to replicate book PnL attribution using index options and Lasso regression; improved signal stability and predictive accuracy across market regimes.
Engineered high-frequency datasets and APIs for real-time and historical risk analysis across multi-regional portfolios, integrating ingestion pipelines from KDB+ and Polars into automated frameworks.
Conducted quantitative research and developped key macroeconomic and market indicators around major market dislocations to identify pricing anomalies and pre-crash signals.

QKDB+PolarsRisk ManagementStatistical ModelingQuantitative Analysis+1

Quantitative Desk Strategist

Nov 2021 – Mar 2024 · 2 yrs 4 mos

Equity exotics desk strat:
Computed variance dispersion and implied correlation signals daily to identify systematic opportunities for volatility traders; onboarded analytics into research datasets.
Quantified stability of vol surfaces using statistical metrics (Fit-to-Market Error, Arbitrage Error, LocalVol error) to assist calibration and modeling processes.
Developed and maintained GUI applications for scenario modeling and volatility targeting strategies.

Statistical MetricsVolatility TradingGUI DevelopmentQuantitative Strategy

Capital fund management (cfm)

Quantitative Researcher Intern

Apr 2021 – Sep 2021 · 5 mos · Greater Paris Metropolitan Region

Event-driven research with the EconophysiX lab: Conducted event-driven alpha research using large-scale point-in-time datasets of US share buybacks; statistically tested announcement effects on returns and liquidity.

Event-Driven ResearchStatistical TestingQuantitative Research

Institut louis bachelier

Quantitative researcher intern- ILB DataLab

Jun 2020 – Nov 2020 · 5 mos · Greater Paris Metropolitan Region

Portfolio optimization with deep learning : Developed deep learning-based portfolio optimization models minimizing asset concentration while tracking CAC40 performance; integrated Autoencoder architectures into optimization framework.

Deep LearningPortfolio OptimizationQuantitative Research