Hind Zegmout

Senior Quantitative Analyst @HSBC

Paris, FR
MOBILE NUMBERS
+91 *********19

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WORK HISTORY

Nov 2020 — Present

Senior Quantitative Analyst @HSBC

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Equity Derivative Quant Front Office

EDUCATION

2009 — 2012

National School of Computer Science and Applied Mathematics of Grenoble

Diplôme d'ingénieur, Mathématiques de finance, informatique

2009 — 2012

Grenoble IAE

master finance quantitative, Mathématiques de finance, informatique

SKILLS

SqlProduits DérivésMysqlC#.netKshJavaC++FinanceFinance D'entrepriseFinance QuantitativeSummitAdaSummit

ABOUT HIND ZEGMOUT

Specialties- Mathematic stochastic and pricing models : Dupire, CEV,HESTON, SARB, CIR, Stochastic volatility, Black & Scholes, stochastic calculus - Fixed income and rates product payoff (IRS,CMS,CMT, SWAP, SWAPTION, rate curve, yield curve)- Equity Derivatives products payoff( specialized autocallable)- Statistics: Monte carlo, Americain Monte Carlo- Market Risk : Var, sVar, Expected shortfall, sensitivities- Programming languages : python c ++, java, shell scripting, sql, jupyter notebook

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Hind Zegmout — Senior Quantitative Analyst at HSBC in Paris, FR | Unifers