Management Assistant

Alex Paulet

*** **** **** **. *** *E, New York, NY 10009 917-***-**** ******@***.***

EDUCATION

NEW YORK UNIVERSITY New York, NY

The Courant Institute of Mathematical Sciences

MS in Mathematics in Finance (expected December 2013)

Quantitative Finance: Ito calculus, diffusion process, portfolio management, option pricing

Computing: Java, design patterns, data structures, order management, pricing, Monte Carlo

Future Courses: PDE, volatility modeling, stat arb, algo trading, numerical analysis

PARIS VI UNIVERSITY (2011-2012) Paris, France

BS in Applied Mathematics (non-degree)

Real and complex analysis, martingales, Markov chains, jump processes

ENSAE (2010-2013) Paris, France

MS equivalent in Statistics, Grande Ecole

Quantitative Finance and math: Binomial trees, Black-Scholes, Girsanov, risk premiums,

Poisson models, VaR, numerical analysis, dynamic programming, Hamilton-Jacobi-Bellman

Statistics and Econometrics: tests, bootstrap, panel data, MLE, GMM, logit, tobit, probit,

ARIMA, cointegration, stationarity, PCA, Monte Carlo

EXPERIENCE

SORBONNE UNIVERSITY and LYCEE SAINT LOUIS Paris, France

Teaching Assistant, Econometrics and Computational Mathematics (Dec. 2011 - April 2012)

Led problem sessions in Econometrics for 3rd year undergraduate students

Led computing problem sessions using Maple for 2nd-year Classe Preparatoire students

CEREMADE Paris, France

Research Intern, Applied Mathematics (June 2011 - August 2011)

Studied a partial differential equation problem applied to neuroscience with PhD students

Researched theoretical proofs and implemented numerical approach of the problem using Matlab

PROJECTS

Project in Statistical Arbitrage (June 2012 July 2012) Paris, France

Implemented in R and refined a statistical arbitrage strategy on US equity

Applied previous knowledge in cointegration, PCA, OU process

DIAMANT BLEU GESTION (October 2011 - April 2012) Paris, France

Led a team of 4 students. Designed and implemented in C++ and Matlab Monte Carlo techniques

to optimize an insurance portfolio with control on VaR, using time series, jump-diffusion, copulas

Our work will be published by Institut des Actuaires (French equivalent of Society of

Actuaries)

COMPUTER SKILLS AND OTHER

Languages: C++, Java, Python, R, Matlab, SAS

Other: LaTeX, Linux, Excel

Activities/Leadership: Secretary of Forum ENSAE, organizing seminars and on-campus meetings with

companies (1 year)

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