Vincent N.
Quantitative Research Analyst @Pergam
Signup · Get unlimited contacts
WORK HISTORY
Quantitative Research Analyst @Pergam
Paris, FR
Systematic equity and derivatives strategies on the fund PERGAM EUROPE QUANT (ticker PERADIV FP).Worked also on fixed-incomes RV and arbitrage.
EDUCATION
Mälardalen University
Applied Mathematics
ESILV - Ecole Supérieure d'Ingénieurs Léonard de Vinci
Quantitative Finance
Université Paris-Sorbonne
Licentiate degree, Theoretical and Mathematical Physics
Lycée Jeanne d’Albret
Baccalauréat, Sciences et mathématiques approfondies
Lycée Jeanne d'Albret
Classe Préparatoire aux Grandes Ecoles (PCSI/PSI), Physique, Mathématiques, Science de l'ingénieur
ABOUT VINCENT N.
I am passionate about financial modeling, machine learning and programmation for quantitative investment strategies. I aspire to develop new insight for algorithmic trading and quantitative portfolio management with a strong focus on advances in NLP (specialized models and LLMs) and AI in general. I have work experience with tools such as Python, VBA, SQL, and machine learning frameworks like PyTorch, TF, Scipy, and Scikit-Learn.During my coursework at ESILV Paris - La Défense, I attended the following classes:Maths: Advanced probability, Advanced statistics, Stochastic CalculusFinance : Interest Rates, Market Risks, Credit Risks, Derivatives Pricing & HedgingAnalysis : Time Series Econometrics, Multivariate statistics and data analysisMachine learning : Deep learning, deep pricing, Calibration, ML for asset Managment(XGboost, LightGBM, ANN, CNN, RNN, Transformers.) SKLearn, Tensor Flow, Torch, NLP (tokenisation, NLTK, Spicy), LLM.Fluent in French and English. Study of Chinese Mandarin as a personnal hobby.
This profile is compiled from publicly available professional sources. Unifers is not affiliated with or endorsed by LinkedIn. Request removal of this profile.