Jonathan Del Hoyo Email & Phone Number

Paris Area, France

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Londres, Royaume-Uni

- As part of Adaptiv Analytics' models team, my role was to design, develop and improve models across a broad range of areas.- In charge of the design and the implementation of various evolution models, the major one being a stochastic volatility model with jumps. - Feasibility study of a quasi random number generators for risk simulation and pricing. - Expertise on Brazilian instruments (e.g. business 252 day count convention).

Région De Paris, France

1. Study of Dupire’s local volatility model and Andersen’s quadratic volatily model.2. Developing methods to calibrate these models and pricing of forex products (Monte Carlo,quasi-analytical PDE). Programming in C++.3. Extension of the previous model by adding a stochastic volatility component.

Région De Paris, France

Intermediary role between the actuarial team and the marketing department.Construction of a value indicator for the professional clientele: determined by numerous analysis, explanatory models and actuarial tools. SAS and VBA programming.--> Results: better targeting in marketing campaigns. Indicator created is being implemented on network stations of insurance agents.

Région De Paris, France

Splitting the aviation sector in many sub lines of businesses (airlines, general aviation and constructors).Retrieval and data manipulation. Actuarial Studies (chain ladder, Bornhuetter-Ferguson) to estimate the profitability of sub lines of businesses.--> Results: better understanding of the aviation market's profitability (through combined ratios). 3 final fields much more useful than data from the initial field.

Région De Toulouse, France

Designed a database clear and easy to update allowing the modeling of a cost function of French air traffic control.Modeling and estimations using Econometrics literature (GLS, Translog) followed by calculations of economics indicators.--> Results: writing of a research report which details step by step the process and all the results.

Degree Course In Finance, Quantitative Finance

Activities and Societies: Badminton (capitaine de l'équipe de l'Ensae)Quantitative and financial courses : Stochastic Calculus, Arbitrage.

"M2 Modélisation Aléatoire" (Director: Laure Elie), Quantitative Finance, Mention Bien

Relevant courses: Stochastic calculus, Levy processes, Financial instruments, Volatility surface, Jump processes and calibration.

University Of Washington, Introduction To Data Science, 93.8% With Distinction

Twitter Sentiment Analysis in Python, Databases and the relational algebra, MapReduce, Hadoop, relationship to databases, algorithms.

Bachelor And Master'S Degree, Economics And Statistics

Top honors each year. Relevant courses: Mathematical Statistics, Linear and Nonlinear Econometrics, Time Series Analysis, Microeconomics.