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CV Chercheur/etudes scientifique et recherche fondamental | |
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| Jeune chercheur de 3-5 ans d'experience. Calcule scientifique et developement de logicielle a usage non commercialise. J'ai obtenu un doctorat en physique theorique, j'ai travailler sur des machines a architecture parallele en Fortran (HPF). Je me suis ensuite dirige en ingenierie financiere. | |
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--- EXPERIENCES ---
2004 - 2007
Researcher/student in financial engineering. : Centre of Biomedical Engineering, Uinversity of Adelaide
-Applications of quantum field theory to financial markets.
-In particular formulation of path integrals to calculate option prices.
-Black-Scholes equation for option pricing.
-Volatility models.
-Stochastic differential equation (SDE).
-Numerical approach for solving SDE.
-Some agent models like the Minority game to study price function.
-Financial risk (some notions).
-Options and futures, study of the financial market data.
-Distribution theory.
-Computational finance in general.
-Game theory applied to financial modelling (in particular minority games).
2002 - 2003
Postdoctoral position, Theoretical physics. : University of Regina
-Data analysis.
-Phenomenological systems in strong interacting matter.
-Presentation of findings through both oral and written presentations.
1998 - 2002
etudiant en recherche : CSSM, University of Adelaide, Australia
-Lattice Gauge Theory, Quantum Chromodynamics (theory of the strong interactions in particle physics).
-Statistical physics.
-Modelling, algorithms.
-Numerical analysis.
-Numerical simulation on computers with a parallel architecture.
-Software development.
-Data analysis.
-Phenomenological systems in strong interacting matter.
-Study of Gauge dependent quantities: gluon propagator, quark propagator, QCD vaccum.
-Computer modelling and visualization of complex physical systems.
-Presentation of findings through both oral and written presentations.
--- FORMATION ---
Doctor of Philosophy in Engineering in the School of Electrical and Electronic Engineering, in Financial Engineering. Submitted for examination on the 4th of August 2008. Adelaide University, Adelaide, Australia.
Doctor of Philosophy in Science (Theoretical Physics) : 1998
Honours Bachelor of Science (Mathematical and Computer Science) : 1997
Bachelor of Mathematical and Computer Science : 1993
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| Recherche d'Emploi : | Recherche Active d'emploi | |
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| Formation : | Bac>=+7 | |
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| Expérience : | 3 à 5 ans | |
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| Résidence : | Alpes-Maritimes (06) | |
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| Préférences Géographiques : |
Alpes-Maritimes (06) - Isère (38) - Rhône (69) | |
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| Mots Clefs : | Fortran 90,HPF,perl,C,C++,html,pascal,ada,
Mathematica,latex,idl,fluent,Matlab,word,excel,
powerpoint,unix,dos-windows,mac osx,
physique,engenierie financiere,
simulation numerique,calcule scientifique,
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