Freelancer profile translated to English.
Back to original languageAbout Julien
Hello,
I am Julien Enguehard, an engineer in training at CentraleSupélec, specializing in mathematics, data science, and software development. With notable experience in demanding financial environments, I offer technical and analytical solutions tailored to your needs.
Expertise:
- Technical Skills: Python and C# programming, statistical analysis, complex mathematical models, data and/or customer clustering, machine learning, optimization, LLMs and NLP
- Quantitative Analysis: Advanced financial modeling, risk assessment, investment strategy development.
- Software Development: Creation of high-performance applications in Python, C#, and VBA, with experience in virtual reality and cognitive applications.
Project Types:
- Data Analysis: Processing and analyzing large datasets, creating predictive time series models.
- Machine Learning: Development of supervised and unsupervised machine learning models.
- Data Visualization: Design of professional interactive dashboards for complex visualization needs, using tools like t-SNE, Plotly, and Dash for clear and impactful data representation.
- Web Scraping: Automated data extraction from websites, creating scrapers.
- Back-End Development: Design of systems for data processing, development of APIs in Python or C# for integration with external platforms.
I am bilingual in French and German, and fluent in English. My analytical approach and technical rigor are the assets I bring to your projects.
Feel free to contact me to discuss how I can help you achieve your goals.
French
Native or bilingual
German
Native or bilingual
English
Fluent
Can work on-site
Paris (up to 50km)
Experience
- ABC ArbitrageQuant Risk AssistantPRIVATE EQUITYFebruary 2024 - July 2024 (5 months)Paris, France• Study of the probability density of drawdown duration and depth under geometric Brownian motion and GARCH(p,q) models to forecast expected future losses and trigger alerts for abnormal drawdowns.• Modeling of market states using Bayesian Gaussian mixture models across different markets and geographies.• Production of multiple interactive dashboards for real-time risk metric visualization.• Development of the maximum entropy block bootstrap method to extrapolate a maximum drawdown distribution from a single backtest.
- Alpstone CapitalQuantitative Analyst InternPRIVATE EQUITYJuly 2023 - December 2023 (6 months)Genève, Switzerland- Design of a dynamic regression tree model to identify patterns in strategies based on macroeconomic indicators, thereby enhancing the decision-making capabilities of cross-functional teams.- Design and development of performance reports for competing hedge funds by extracting data from weekly PDF files, thereby strengthening the marketing team's persuasive abilities.- Design of a VBA and Python solution to calculate and aggregate transaction costs for currencies, interest rate swaps, and swap options across strategies, counterparties, and portfolios, thereby increasing the accuracy of execution team deliberations.- Design of a data retrieval tool from scientific publications, capable of extracting market forecasts from major banks.
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Education
- CentraleSupélec EngineerCentraleSupélecIngénieur, entrepreneur
- BaccalaureatePaul Louis Courrier2019Félicitations du jury Maths 20 Informatique 20 Physique 19