Thomas Robert Email & Phone Number

New York, NY, US

Ville De Paris, Île-de-France, France

Using VBA to build the best returns of a stock portfolio, calculus of returns with 3 differents strategies:- Equally-Weighted strategy- MomentumLong Only strategy- Optimized (Markowitz) strategy

Using Python to calculate:- Value at risk (empirical VaR, gaussian VaR, gaussian Kernel VaR) - Expected shortfall- Generalized extreme value parameters for tails distribution of returns (Pickands and Hill estimator)- Almgren and Chriss model to implement a liquidation strategy

Using C# and MySQL to create a database and an interface for a fictitious flower shop (customers management, orders management, inventory management...)

Using C++ to price options using Black-Scholes, Monte-Carlo and Binomial (CRR) models

- Implementation, with Python, of weak signal indicators to detect atypical behavior in portfolio manager investment decisions- Use of Python to implement an algorithm for a statistical work in a threshold review exercise- Practice of some controls carried out by compliance teams to prevent market abuses such as insider dealing and market manipulations

Ville De Paris, Île-de-France, France

Time series exploration – finding time series pattern application to trading signals:DTW and more optimized application Pattern recognition - motif discovery

Ploufragan, Bretagne, France

Master'S Degree In Financial And Quantitative Engineering

Master in financial engineering Courses taken : Python, C++, VBA, Machine Learning, StochasIc Calculus, DerivaIves Pricing and Hedging.

Master'S Degree, Financial Markets

Exchange semester Courses taken : Advanced Investment Management, Trading, PorKolio Investment, Equity DerivaIves, Data VisualisaIon

Classe Préparatoire Aux Grandes Écoles, Mp

Courses taken : Algebra, Probability, Analysis, Physics, Python, Engineering Sciences