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Pamela SALIBA, Ph.D

Pamela SALIBA, Ph.D

Front Office Quantitative Analyst intern

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  • Timeline

  • About me

    Investment manager at Pictet Asset Management, Ph.D in financial mathematics

  • Education

    • PARIS 6

      2013 - 2014
      Master 1: fundemental and applied mathematics Maths

      Ranked top 5%

    • Lebanese university

      2010 - 2013
      Bachelor's degree maths grade A pass

      Ranked top 1%

    • Université Pierre et Marie Curie (Paris VI) cohabilitated with Ecole Polytechnique

      2014 - 2015
      Master Probabilite Et Finance (ex DEA El.Karoui)

    • École Polytechnique

      2016 - 2019
      Doctor of Philosophy (Ph.D.) in financial mathematics

      Worked on a Ph.D thesis in market microstructure:High Frequency Trading: Statistics and Regulation (Supervisor: Mathieu Rosenbaum)

  • Experience

    • Natixis

      Apr 2015 - Oct 2015
      Front Office Quantitative Analyst intern

      Pricing of Prepayment loan options with default intensity modeled by a Cox-Ingersoll-Ross process.

    • Autorité des marchés financiers (AMF) – France

      Feb 2016 - Jul 2019
      Ph.D student

    • Polytechnique

      Sept 2017 - Jun 2019
      Teaching assistant

    • Pictet Asset Management

      Nov 2019 - now

      • Investment manager Thematic Equities

        May 2023 - now

      • Quantitative Investment Analyst

        May 2021 - May 2023

      • Quantitative Investment Graduate

        Nov 2019 - Apr 2021

  • Licenses & Certifications