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Quantitative Finance Spcialist

Location:
Tokyo, Japan
Salary:
90000 USD
Posted:
November 28, 2017

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November **, ****

Jean-François Boilard, MBA, M.Sc.

Jean-François Boilard ac3h9k@r.postjobfree.com

***-****, *-** *** district Ogawa, Machida-shi, Tokyo-to, Japan Phone: +81 080-3543-5547

E-mail: ac3h9k@r.postjobfree.com

Objectives

Truly committed to all the projects I take part. Seek a challenging role as Quantitative Analyst in the field of financial markets where I could use my experiences in trading, research, and coding. Adding value to a team is my main motivation.

Education

Ph.D. Candidate

Department of Computational Intelligence and Systems Science Tokyo Institute of Technology, Tokyo, Japan

Thesis: Impact of the Interconnected Market Events in Foreign Currency Market Master of Science (M.Sc.)

Department of Computational Intelligence and Systems Science Tokyo Institute of Technology, Tokyo, Japan

Essay: Quantitative Analysis of Cancellation Orders in Foreign Exchange Market Master of Business in Administration (MBA); Major: Finance Laval University, Quebec City, Canada

Essay: VPIN Toxicity Method and Algorithmic Trading Positions and Performances Bachelor of Business Administration; Major: Finance Laval University, Quebec City, Canada

International Profile (Kansai Gaidai, Osaka, Japan) Specific Skills

Professional Association: Pass all three levels of the CFA Program. Computer skills: C/C++, VBA, Awk/Gawk, Unix, Linux, Matlab, R Project, Bloomberg, Capital IQ Languages:

Relevant Project

Development of Algorithmic Trading Strategies

Partnership with: ARB Group

Analyze tick quote and transactions data from 2010 to 2017 on 13 products (bonds, equities, FOREX, materials).

Develop theoretical models to predict empirical market behaviors.

Back-testing and creation of trading strategies.

Optimization of model parameters.

2015-Sept.2018

(3rd Year)

2015

2012

2011

2014

French Spoken/Written English Spoken/Written Japanese Spoken/Written Native Fluent Intermediate

2016-2017

Jean-François Boilard ac3h9k@r.postjobfree.com

Professional Experiences

Research Assistant in Market Microstructure

Sony CSL, Tokyo, Japan

Analyze big financial data from Foreign Currency Market.

Develop theoretical models to predict empirical market fluctuations. Option Trader

ARB Group, Montreal, Canada

Trade E-mini S&P500 options using volatility arbitrage techniques.

Use C++ to create algorithmic strategies.

Portfolio risk management (greeks letter, tail risk). Trading Rooms Assistant

Laval University, Quebec City, Canada

Give formation about how to use financial tools (Bloomberg, Capital IQ, etc.)

Assist professor in their course

Improve practical homework for undergraduate courses Technician – Financial Analyst

La Capitale Financial Group, Quebec City, Canada

Give my opinion about financial statement and balance sheets

Update financial program already in place (VBA and Excel program)

Assist management team in organizational decisions Publications & Award

Best Poster Award at the Asian-Pacific Econophysics Conference

Title: Annihilation Rate of Limit Orders in Foreign Exchange Market Replication of Cancellation Orders using First-Passage Time Theory in Foreign Currency Market

Proceedings of the Asia-Pacific Econophysics Conference 2016 (JPS Conference Proceedings, 2016) 011014.

Execution and Cancellation Lifetimes in Foreign Currency Market

Proceedings of the International Conference on Social Modeling and Simulation, plus Econophysics Colloquium 2014 pp 27-37.

2014-Present

Part-Time Job

2013

Full-Time (8 months)

2011-2013

Part-Time Job

2010-2011

Full-Time Summer Job (8 months)

2016

2016

2014



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