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Location:
London, Greater London, United Kingdom
Posted:
January 31, 2018

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Resume:

ANTOINE MARQUENET

E-mail: ac4ad8@r.postjobfree.com

Tel: +44(0)7-399-***-***

RELEVANT EXPERIENCE

Mandara Capital, London, UK Junior Commodity Derivatives Trader Jan 17-Present

- Actively trading delta-1 derivatives on Middle-Distillates under my responsibility, both OTC and on the screen.

- Managing and positioning the risks of the portfolio within the dynamics of the markets.

- Aggressively trading time-and-product spreads across U.S./Europe/Asia.

- Using statistical and machine-learning methodologies to develop trading strategies across the barrel. ICE Clear Europe (Energy Risk Team), London, UK Junior Risk Analyst Sep 16 – Dec 16

- Implementing quantitative risk analysis on commodity markets, with a focus on oil derivatives.

- Analysing market variations, operating margin calls, measuring and updating initial margin requirements. Deloitte, London, UK Sponsored Business Research Project May 16 – Sept 16

- Business research project on “L ocal-stochastic volatility models in a Monte-Carlo framework” developed in collaboration with Deloitte’s valuation team, part of the risk & capital markets department.

- The research, consisted in developing, calibrating and applying a specific local-stochastic volatility model with Heston-like dynamics to the pricing of FX exotic options. Achieving robust pricing accuracy. EDUCATION

Cass Business School, London, UK MSc in Mathematical Trading and Finance Sep 15 – Sep 16 With Distinction

- Equity and Energy Derivatives, Derivatives I & II, A dvanced Financial Econometrics, Advanced Financial Modelling and Forecasting, Mathematical Finance, Numerical Methods, R isk Analysis and Modelling.

- Master’s thesis: “L ocal-stochastic volatility models in a Monte-Carlo framework” (grade: 78/100) University of Geneva, Geneva, Switzerland BSc in Economics 2013 – 2015

- Electives include Game theory and Numerical methods.

- Bachelor research project: “T he effect of exchange rate volatility on international trade” (grade: 5/6) Université de Savoie, Annecy, France 1s t

Year of BSc in Economics and Management 2012 – 2 013 Lycée du Mont-Blanc René Dayve, Passy, France Baccalaureate of Sciences in Economics 2008 – 2 012 OTHER EXPERIENCE

French School of Skiing (ESF), Megeve, France 2012 – 2014

- Teaching skiing and snowboarding to all-level practitioners and of different nationalities.

- Creating and enhancing teaching methods, oriented toward performance and a swift progression. Competitive Moguls Skiing 2007– 2012

- Former member of the National French Ski Team (Freestyle Moguls Skiing).

- French Junior Champion (2012), 1s t

in French Cup (2011) and (2012), 6t h

in European Cups (2012), 18t h

at World

Junior Championships (2012).

ADDITIONAL INFORMATION

Languages: French (Native), English (Fluent).

Programing Languages: R, Python (numpy/pandas/scikit-learn), MATLAB, SQL, VBA. IT Skills: Excel, Thomson Reuters, Bloomberg, WebICE, CME Direct. Certificates: C hartered Institute for Securities & Investment CISI Level 3 Certificate in Derivatives. Interests: C ommodity trading, Quantitative trading, Market microstructure, Machine learning, Statistics, Skiing.



Contact this candidate