Maxime Hebert
Quantitative Research Project @HSBC
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WORK HISTORY
Quantitative Research Project @HSBC
Designed and implemented a Python-based simulation tool for retirement investing using Asset-Liability Management (ALM) frameworks.•Applied stochastic modeling and portfolio optimization to balance retirement cash-flow needs and long-term performance objectives.• Developed and tested cash-flow matching and growth portfolios within an extended portfolio separation theorem.•Conducted quantitative analysis on return distributions, volatility, and risk-reward trade-offs for optimal asset allocation.
EDUCATION
Lycée Janson-de-Sailly
Classes préparatoires aux grandes écoles (CPGE), Mp2i-Mpi*
Collège-Lycée Paul Claudel - d'Hulst Paris
Baccalauréat général, Mathématiques, numerique et science informatique et physiue chimie
ENSAE Paris
Diplôme d'ingénieur
ABOUT MAXIME HEBERT
Second-year ENSAE student with strong foundations in mathematics, statistics, and programming (Python, R, C/C++). Experienced in data analysis, predictive modeling, Monte Carlo simulations, and big data processing.Passionate about financial markets, asset management, and trading. Active participant in hackathons and data challenges, developing actionable insights and visualizations from complex datasets. Eager to apply analytical and quantitative skills to solve real-world problems in market finance.
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