Jean Salvati
Director, Quantitative Analytics at Freddie Mac
- Role
- Director, Quantitative Analytics at Freddie Mac
- Location
- New Alexandria, VA, US
- LinkedIn followers
- 500 followers
Information TechnologyView LinkedIn profile
About Jean Salvati
Financial engineering leader, specialized in model implementation, cashflow simulations…
Experience
Director, Quantitative Analytics
Jul 2018 — Present
Skills
- Financial Engineering
- Architecture
- Stochastic Processes
- Unix
- Gpgpu
- Linux
- Quantitative Finance
- Stream Computing
- Simulation
- Financial Modeling
- Quantitative Analytics
- Grid Computing
- Java
- Monte Carlo Simulation
- Software Engineering
- Econometrics
- Data Mining
- Software Development
- Matlab
- Statistics
- Windows
- C#
- .net
- Simulations
- Optimisation
- Modeling
- High Performance Computing
- Parallel Computing
- Distributed Systems
- Credit Risk
- C++
- Dynamic Programming
- C
- Fixed Income
- Pricing
- Optimization
- Opencl
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