Julien Sklarik

Experience

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  ENSAI

  Jun 2021 - Jun 2021

  Data Scientist

  As a Data Scientist Intern at the Department of International Relations at ENSAI, I played a pivotal role in the execution and assessment of ENSAI's Internationalisation Strategy.Key accomplishments:● Assisted in the implementation of ENSAI’s Internationalisation Strategy, using data-driven insights to guide decision-making processes.● Developed and fine-tuned various digital tools, enhancing the efficiency of data gathering and processing.● Conducted in-depth analyses of previous survey results, drawing actionable insights to inform future initiatives and strategy adjustments.● Monitored and reported on strategy progress and effectiveness, providing data-driven recommendations for continuous improvement.The effective execution and continuous improvement of ENSAI's Internationalisation Strategy were significantly enabled through the use of data science methodologies. These methods informed strategic decision-making processes and amplified operational efficiency. Show less

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  LMU Munich School of Management

  Jun 2022 - Jul 2022

  Financial Econometrics Researcher

  As a Financial Econometrics Research Intern at ENSAI, I had the privilege of working under the guidance of Prof. Ambre Nicolle, economic researcher at LMU who also worked for the CREST and ENSAI during my research, and Prof. Dr. Ralf Elsas, Chairholder and Head of the Institute for Finance and Banking at LMU.My research focused on the impact of the US-China Trade War on the smartphone market.Key contributions:● Constructed extensive datasets by employing advanced web scraping and crawling algorithms, as well as APIs.● Leveraged event studies and difference-in-differences models to conduct thorough profitability analyses, elucidating key market trends amid geopolitical disruptions.● Authored an in-depth financial and econometric research paper available here.This research not only offered valuable insights into the intersection of international trade, technology markets, and economic performance but also enhanced my ability to apply rigorous econometric techniques to interpret complex market phenomena. Show less

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  DEFINER

  Jun 2023 - Aug 2023

  Trading Analyst Intern

  As a Trading Analyst Intern at Definer, I leveraged my quantitative finance skills to enhance the organization's cryptocurrency trading strategies and operations.Key achievements:● Lending Strategy Optimization: Analyzed interest rate movements of multiple assets over Bitfinex's complete database, investigating correlations and seasonality patterns. Spearheaded and automated the lending strategy implementation, resulting in a 45% profit increase.● DBMS Optimization: Reengineered the database system, streamlining processes and resulting in a direct 50% decrease in operational costs.● Operational Automation & Efficiency: Spearheaded the automation of P&L and Risk reporting, and developed and enhanced tools including Python and C#-based Telegram and Discord Bots, Excel Macros, and CRON Jobs. Connected to various API functions to integrate diverse tools, leading to a striking 95% increase in overall trading efficiency.● Risk Analysis: Performed regular in-depth analyses using Binance and Deribit data, leveraging Value at Risk statistics such as historical and bootstrap Monte Carlo VaR. Reverse-engineered Deribit's implied volatility calculations through the Black76 Model before conducting robust portfolio repricing and backtesting.● Trading Meeting: Engaged in daily trading meetings to design, evaluate, and refine trading strategies. My analytical insights were pivotal in these discussions, refining our approach and enhancing our comprehension of market risk.Working in this high-pressure, fast-paced environment, I solved practical financial challenges and achieved notable accomplishments: a 45% rise in profit, a 50% cut in operational costs, and a 95% surge in trading efficiency. Show less

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  European Central Bank

  Sept 2023 - Mar 2024

  Stress Test Modelling Intern on Credit Risk

  As a Stress Test Modelling Intern at the European Central Bank, I focused on creating credit risk models and enhancing stress testing methods. My contributions and potential were acknowledged with an extension of my internship period.Key Accomplishments:● Parallelized Stress Testing: Developed and executed multiple stress-testing scenarios across European banks using parallelization techniques on several virtual machines. This approach facilitated the simultaneous and efficient processing of complex models.● Optimized Data Processing: Streamlined stress-testing processes using Matlab and Python through modularization and vectorization, achieving a 5.2x increase in data processing speed.● Bloomberg Terminal Proficiency: Employed the Bloomberg Terminal, effectively creating and completing financial datasets for projects involving sensitive European bank data.Details of specific projects and results are confidential. Show less

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  Nanyang Technological University Singapore

  May 2024 - Jul 2024

  Deep Learning Research Fellow

  Conducted research on Diffusion Models and Inverse Models for Financial Data Generation. Delivered bi-weekly presentations to researchers and PhD students.Key contributions:● Enhanced research with attention mechanisms and optimized activation functions, improving fidelity by 3.86% and utility by 42.07%.● Formalized and modeled mathematical framework in LaTeX, identifying significant improvements.● Achieved the highest performance evaluation ("excellent").