Marius - Data Analyst PYTHON

Experience

jun.2017-present Senior Quantitative researcher, Millenium Partners, WorldQuant LLC, Bangkok.
Perform dollar neutral equity strategies research based on news, analysts and social media datasets
Combined alphas into metas (ie. portfollios of alphas)
Improved the risk management with a Kalman filter to predict volatility
Performed machine alphas (ie. data mining) on fundamentals

jan.2016-jun.2017 Quantitative researcher, Millenium Partners, WorldQuant LLC, Bangkok.
Performed long-short equity strategies research based on prices, volumes, options, analysts and
fundamentals data
Statistical trading strategies: autocorrelation, pairs trading
Wrote tools in shell and C++ to improve work efficiency

may.2014-nov.2015 Financial Engineer, AXA-GIE, Group Risk Management, Paris.
Analysed the lapse and interest rates assumption for AXA US variable annuities book
Interaction with the US trading platforms teams to optimize hedging strategies on delta, interest rates
and volatility
Analysed IRR sensitivity of the General Accounts products to their parameters with specific focus on
the low interest rates environment
Studied the advantages of Fixed Indexed Annuities in a low rates environment

apr.2012-feb.2013 Consultant software engineering, Capgemini, Rennes.
Developped an installation program for a web application of Orange’s information system
Improve of Bouygues Telecom’s billing system (C, PL/SQL, Shell, Java)


mar.2011-sept.2011 R&D intern, Actris, Brest.
Development of a software for an embedded electronic card