About Mathieu
French
Native or bilingual
English
Fluent
Arabic
Native or bilingual
Experience
- PRODOKIAFondateur-BANKING AND INSURANCEFebruary 2021 - Today (5 years and 3 months)Paris, FranceAcademic Quantitative Finance Projects (using Python):-Modeling of Delta-Gamma hedging strategy for an exchange option.-Modeling of a hedging strategy in a high dimensions Uncertain Volatility Model using neural networks.-Modeling ‘A diffusion model for electricity prices - MT Barlow’.-Modeling: ‘Stochastic control for the management of an epidemic by containment’.-Modeling: ‘Advanced Numerical Methods & Machine Learning - Implicit Correlation Search’.-Master thesis: Decentralized Network Assets Valuation Modeling.Clients:-Deloitte: Leading and implementing data strategy for Deloitte France internal CRM project: building data transformation scripts with Python.-Family Office/Wealth management: Structure cryptoassets offer on the technical, financial and regulatory levels.
- DeloitteSenior ManagerCONSULTING AND AUDITSJanuary 2012 - February 2021 (9 years and 2 months)Paris, France
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Education
- Financial EngineeringÉcole Polytechnique, Sorbonne Université2021Financial Engineering, Modeling, Simulation and Data Analytics, Quantitative Finance, Executive Degree (version executive du master Master El Karoui) - Mémoire: ‘Decentralized Network Assets Valuation Modeling’. - Mention Bien, à la moyenne de 15,49.
- Ingénieur Électrique & Mécanique, option Télécommunications et RéseauxÉcole Supérieure d’Ingénieurs de Beyrouth (ESIB)2008
Certifications
- Conduire un projet de sciences de données (CNCP 1527)École Polytechnique Executive Education2018
Skill set (8)
Categories
- Other