Personal Information
Organização/Local de trabalho
São Paulo Area, Brazil, São Paulo Brazil
Cargo
Quant
Setor
Finance / Banking / Insurance
Sobre
8+ years working with quantitative finance and software development for quantitative modeling (pricing, risk and data analysis).
Specialties: Value at Risk Systems
Pricing Systems
Software development (R, Python, C/C++, Java)
Quantitative Modeling
Simulation
Marcadores
finance
data science
python
forecast
networks
pandas
toy model
microsimulation
agent-based model
black & scholes
pricing
derivatives
stochastic
process
hilbert
space
neural
financial services
quantitative finance
business days
ipython
analytics
visualization
matplotlib
ggplot
options
heston model
volatility
option
stochastic volatility
Ver mais
- Apresentações
- Documentos
- Infográficos