E-mail : email@example.com
(U.S Permanent Resident)
****-**** ****** ******** ****** (6th Business School in Europe)
Specialized master in Quantitative Finance (France)
Relevant courses : Quantitative methods, Risk Management, Risk models, Stochastic processes
Fundamental Finance, Risks and products, Life and Pensions. Fixed income, Options Theory,
Bond management, Commodity and Future markets, ALM, Numerical Methods.
Special project : Implementation with C++ of the Heston stochastic volatility model.
2008-2011 Training in Engineering School in applied mathematics and modeling-Polytech’ Lyon
Relevant courses : Physical systems modeling, mathematical methods and computer tools for solving mainly parallel computing, statistics and probability.
Special projects :Set up an alternative competing risk model to the Weibull distribution for modeling aging in lifetime data analysis (2011).
Set up a 1D arterial blood flow model incorporeally ventricular pressure, aortic valve using the Taylor-Galerkin method (2010).
Modelisation and implementation with Fortran 90 to the Lane-Emden’s equation (2009.)
2004-2008 Bachelor in Engineering sciences – University of Lyon 1
03/11-07/11 IFP (Institut Français du Pétrole), French Institute of Oil.
(5 months) Internship - Developed and tested statistical software.
05/10-08/10 C.D.C.S.P (Centre pour le Développement du Calcul Scientifique et Parallèle) French lab.
(3 months) Internship- Design a Fortran’s code to solve Darcy Flow equation with strong variations.
Design a C++’s code that defines a domain decomposition of Schwarz, using MPI.
09/09-05/10 Math’s teacher at high school- Lycée Belmont Capdepon-, Lyon, France .
12/08-02/09 C.D.C.S.P, French lab of the scientific and parallel computing.
(3months) Internship- Design a preconditionner « MILU » with Matlab to solve sparse linear systems.
01/09-02/09 Artprice.com – the world leader in art market information- France
(6weeks) Internship - Design a database with ORACLE
High Computing : Parallel computing with MPI and OpenMP
Languages : C, C++, Fortran 90, Java
Computing Programs : Matlab, Comsol Multiphysics, Maple, Freefem, SAS, Statgraphics Plus, VBA
Data base : SQL with Oracle, Microsoft Access, Bloomberg
Office software: Microsoft Word, Microsoft Excel, Microsoft Powerpoint, LATEX
Operating System : MacOS, ;Unix ; Windows XP, Vista, 7.
French : Mother tongue. English : Fluent. Spanish : Beginner.
Volunteer work : Taught remedial Math four hour/week to students with learning difficulties
Sports : Soccer (Trained 4 hours/weeks), running, cycling.
Interests : Policy, mathematics, cinema, soccer, volunteer, reading and music.
Others : U.S permanent resident (Green card). Travel to several countries: Cameroun, Ivory cost, Poland, U.S.A, France, Russia, Spain, Italia.