About Yanis
My Background
What I Offer
My Commitments
French
Native or bilingual
English
Native or bilingual
Spanish
Conversational
Experience
- South Denmark UniversityRESEARCH INTERN IN NUMERICAL SIMULATION IN FINANCETECHJune 2023 - December 2023 (6 months)Denmark• Analysis of stochastic Runge-Kutta methods• Development of a multi-level Monte Carlo methodfor solving stochastic differential equations• Study of the implementation and simulation of the solution of multidimensional stochastic differential equations
- STRATÈGE - Premium Consulting Company (SALESFORCES SASU)COLLABORATION WITH AN R&D TEAMCONSULTING AND AUDITSJanuary 2023 - June 2023 (5 months)• Extraction and classification of CAC40 data to create avirtual portfolio classified by business sector• Calculation of risk indicators (volatility, beta)• Implementation of a risk measurement and management tool• Development of a pricer• Calculation and attribution of performance
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Education
- Quantitative FinanceParis Saclay\ENSIIE (Mines-Télécom)2023Quantitative Finance