Younes M. — CTO
Mathematics & Computer Science Enthusiast, Portfolio Construction & Optimization Lover and Financial Markets Oriented. 13+ years of experience. ------------------------------------------------------------------------------------------------------------------------------------- I have developed significant expertise in Quantitative Finance Models & Systems within financial markets through the last few years. Indeed, I have held several positions, in many different contexts, whether as a Portfolio Manager or as a Quantitative Fund Risk Manager, to name a few ; which has allowed me not only to acquire strong programming knowledge, especially an expertise in C++ through various engines and applications, significant Data Analysis, Team & Project Management capabilities, but also and mostly gain and perfect relevant skill set across all aspects of Quantitative Research & Trading / Risks / Hedging, especially on trading volatility models topics. I do have a deep expertise in stochastic volatility modeling, and the markets/order books microstructure. Furthermore, I do have a deep knowledge & interest in Blockchain, Cryptocurrency Markets & DeFi. NB : I do have a consistent verifiable track record.
Stackforce AI infers this person is a Fintech expert with strong quantitative research and trading capabilities.
Location: Paris, Île-de-France, France
Experience: 15 yrs 9 mos
Skills
- Quantitative Research
- Portfolio Management
- Algorithmic Trading
- Stochastic Volatility Modeling
Career Highlights
- Expert in quantitative finance models and systems.
- Strong programming skills in C++ and Python.
- Deep knowledge of blockchain and cryptocurrency markets.
Work Experience
Undisclosed Hedge Fund
Head of Quantitative Research & Trading - Portfolio Management - Partner (9 mos)
Family Office
Portfolio Manager / Quant Researcher - Digital Assets - $ 700 M AUM (1 yr)
École Polytechnique
Thesis Worker - Crypto Assets Quant Researcher (2 yrs)
Societe Generale Corporate and Investment Banking - SGCIB
Head of Quantitative Fund Risk R&D Stream / Cross-Asset (2 yrs)
Amundi ETF, Indexing & Smart Beta
Quantitative Volatility Model Researcher - Equity Indices Options (3 yrs)
Barclays
Sub-Portfolio Manager - Structured Funds / Quant Exotic Products / Options (2 yrs)
CY Tech
Research Fellowship - Arbitrage Pricing of CC in a Market with Proportional Transactions Costs (2 yrs)
Aviva
Assistant (0 mo)
University
Lecturer in Mathematics (11 yrs)
Education
Financial Engineering at École Polytechnique
Probability & Finance - Financial Mathematics - Quantitative Trading at Sorbonne Université
Probability & Finance - Financial Mathematics - Quantitative Trading at Pierre and Marie Curie University
STEM : Financial Mathematics Engineering - Génie Mathématique at CY Tech
at Lycée Janson-de-Sailly