About 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.
French
Native or bilingual
Can work on-site
Paris (up to 50km)
Experience
- Goldman SachsQuantitative Strategist: FX desk StratJanuary 2024 - October 2024 (9 months)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 traderJanuary 2022 - January 2024 (2 years)United States• Part Time job (Remote freelance)• Exploring and implementing trading strategies using Machine Learning and Reinforcement Learning• Implementing research papers.
- CREDIT AGRICOLE CIBQuantitative analystJanuary 2023 - January 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.
Recommendations
Be the first to recommend Ilyes
Help this freelancer shine by sharing your experience working together.
These freelancer profiles also match your criteria
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
Education
- Master of EngineeringENSTA Paris2020Master of Engineering - MEng, Applied Mathematics & Quantitative finance
- Master's Probability and finance, El KarouiEcole Polytechnique2024