Alexis Bismuth, Quant

Langues

Français
Bilingue ou natif
Anglais
Capacité professionnelle complète
Russe
Capacité professionnelle limitée

Préférences en matière de lieu de travail

Accepte de travailler sur site

Puteaux (jusqu’à 50 km)

EXIOM Partners & HSBC,
CCRXVA Quant
BANQUE & ASSURANCES
décembre 2024 - Aujourd'hui (1 an et 6 mois)
London, UK
in model monitoring.
• Developed theoretical guarantees for the convergence of Monte Carlo simulations of MtM, Exposure, and PFE.
• Carried out a literature review on (non) asymptotic confidence intervals for the empirical mean and percentile.
• Benchmarked with best practices in neutron transport at the CEA and in finance at EXIOM.
• Wrote a 30 pages beamer and a Notebook in Python and Html presenting these findings.
• Presented it to the Head of CCR Model Monitoring Dev and to the Regional Head of CCR and XVA Analytics.
• Contributed to the Daily Batch Monitoring program using git and Jenkins, in collaboration with a team of 15 people.
• Supervised an intern in Monte Carlo Markov Chains for parametric smile model to compute FairVA and PVA.
Counterparty Credit Risk Monte Carlo Monte Carlo Markov Chain
Capgemini Engineering,
Research scientist.
avril 2023 - novembre 2024 (1 an et 7 mois)
Meudon, France
• Derived new variance reduction methods in influence maximization.
• Carried research on mean field games applied to energy curtailment with an economist.
• Lead a social experiment in influence maximization and Graph Machine Learning for 400,000 people:
◦ Supervised an intern to develop and deploy our program in Python on servers.
◦ Addressed legal and technological requirements in collaboration with IT and legal teams.
◦ Wrote a dossier for the Research Tax Credit or Crédit d'Impôt Recherche (CIR) and successfully defended it.
Ipésup
Professor for "Classes préparatoires".
septembre 2020 - juin 2021 (9 mois)
I was the Professor of Theoretical Computer Science and OCaml Option for the "prépa maths" (preparatory classes for the Grandes Écoles).
Ocaml

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Amed Hamou

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Audrey Champion

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for Master's degree
for Master's degree
PhD
Sorbonne Economics Centre, Paris I & LPSM
2022
PhD

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Autre