Steven Worick

LinkedIn: Steven Worick • +**(*)* *9 4024 96 • adl1tq@r.postjobfree.com

EDUCATION

****-**** ***-******** ********** (DOUBLE MASTER’S DEGREE WITH ESILV) Paris, FRANCE Master's Degree in Economic and Financial Engineering (272) Major: Quantitative Finance

2018-2021 GRADUATE SCHOOL OF ENGINEERING ESILV La Défense, FRANCE Master’s Degree of Engineering – MEng, Financial Engineering. Relevant coursework: Stochastic calculus, advanced probabilities, C/C++/C#, VBA, python, R, SQL 2016-2018 UNIVERSITY OF CERGY (2ND-3RD YEAR)

Bachelor’s Degree in Physics– Second and third year Relevant coursework: - Quantum physics, Electromagnetism, Thermophysics Cergy, FRANCE

2015-2016 UNIVERSITY OF VERSAILLES (1ST YEAR)

Double Bachelor’s Degree in Mathematics and Physics –First year Relevant coursework: Thermodynamic, Mathematics for Science, Computer Versailles, FRANCE

EXPERIENCE

Sept 20-Present

SOCIÉTÉ GÉNÉRALE

Paris, FRANCE

Cross Asset Financing Desk Trader Assistant in apprenticeship

• Implemented and improved decision tools using Python, SQL, and VBA (collateral optimisation, positions’ term structure, market dashboard, historized prices received from tri-party agents …)

• Monitored hedging needs with risk and PnL analysis

• Followed up the desk positions on various instruments: TRS, IRS, repo … Jan 21-Present PSL-DAUPHINE UNIVERSITY

ACADEMIC PROJECT: Reproduction of a research paper (quantitative management course) Paris, FRANCE

• Selection of cryptocurrencies via Lasso, Ridge and Elastic-Net

• Studied of the connectivity of thick tail phenomena via quantile regression

• Rewrited the document with LaTeX and find an extension to the research Sept 20-Present QUANTOLOGY CAPITAL MANAGEMENT

ACADEMIC PROJECT: Ancicipation of entries and drops from US Equity Indices Paris, FRANCE

• Developed a programm to anticipate movements of inclusion/exclusion of actions Sept 19-April 20 OSTRUM ASSET MANAGEMENT La Défense, FRANCE ACADEMIC PROJECT: Portfolio Insurance Strategies

• Realised a PoC of different strategies: CPPI OBPI TIPP strategies

• Analysed the sensitivity of each strategies to different parameters such as huge drawdown etc Sept 18-Sept 20 VINCI INVESTMENTS (ESILV’S Society) La Défense, FRANCE Quantitative student

• Designed an ETF portfolio structuration program (VBA) based on Bloomberg’s data and Markowitz model

• Set up an ETF Smart-Beta low/minimum volatility using python LANGUAGE & COMPUTER SKILLS

• Languages: English fluent (TOEIC 890/990), French native language, working knowledge of German, Currently learning Dutch

• Hard skills (C++/C#, VBA, Python, R, MATLAB, SQL, SATEMBO, SAS).

• AMF Certification (Autorités des Marchés Financiers)

• Bloomberg Certification (BMC)

• IBM Certification.

• CFA Level I Candidate

• HOBBIES: Soccer for 17 years, Physics and Sneakers collector

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