photo de profil d'un membre

Pierre JUTARD

Looking for quantitative(market finance, machine learning) analyst positions

31 ans - La Baule-Escoublac (44500) France

Situation professionnelle

Épanoui(e) professionnellement

Expériences professionnelles

Model validation quant

BNP PARIBAS CORPORATE AND INSTITUTIONAL BANKING , New york

De Février 2017 à Février 2018

-Developed and assessed pricers and models (Repo and bond pricers in C#, Vasicek model in C#, Black-Karasinski in C++, Random number and scenarios in the VaR, autocorrelation/stationarity tests in R).

Assistant risk manager

La Française , Paris-6e-arrondissement

De Avril 2016 à Octobre 2016

Developed and designed Risk tools with VBA/Excel and XLL file (Product price evolution following product’s parameters, VarSwap/VolSwap strategies, fund performances calculus).

Assistant actuaire

Axa Corporate Solutions , Paris

De Avril 2015 à Octobre 2015

- Developed and designed a nuclear/thermal power plant pricing tool with Excel/VBA and Google API.
- Followed statistics study on thermal power plant losses and discussed with underwriters and actuaries on the pricing tool development.

Parcours officiels

MASTER 2 Mathématiques de l'Assurance, de l'Economie & de la Finance

Compétences

MS Office Excel
Actuariat non vie
XML
statistics
Risk Management
C/C++
Python
MS Office Word
Model Validation