Talk to sales Try for Free
Jérémie Ohana

Jérémie Ohana

Followers of Jérémie Ohana2000 followers
location of Jérémie OhanaParis, Île-de-France, France

Connect with Jérémie Ohana to Send Message

Connect

Connect with Jérémie Ohana to Send Message

Connect

  • Timeline

  • About me

    Software Engineer at Natixis CIB

  • Education

    • Université Paris-Est Marne-la-Vallée

      2019 - 2020
      Master's degree (1st year) Applied Mathematics

      Probability theory (Markov Chains, Stochastic Calculus) Algebra, Functional Analysis, PDEs, Statistics, Numerical AnalysisMemoir on the Brownian Motion theory "From Pollen Grains to Stochastic Processes"

    • Université Gustave Eiffel

      2020 - 2021
      Master's degree (2nd year) Applied Mathematics to Finance (ex-DEA Lamberton) Quantitative Finance

      Probability theory, Stochastic Calculus, Deep Learning, Rate Models, Monte-Carlo Methods, Stochastic Algorithms, Credit Risk, Market Microstructure, C++

    • Ecole des Ponts ParisTech

      2020 - 2021
      Master's degree (2nd year) Applied Mathematics to Finance (ex-DEA Lamberton) Quantitative Finance

  • Experience

    • Université Gustave Eiffel

      Jan 2021 - Jan 2021

      Ninomiya-Victoir approximation scheme for derivatives pricing in a Heston model context (stochastic volatility)- Mathematical theory behind approximation schemes for SDEs : framework, definition, proof of convergence.- Application to the Heston model, derivatives pricing using Monte-Carlo methods. Mathematics classes for first-year students at the University-Paris-Est-Marne-la-ValléeTreated topics :Algebra, Analysis, Probability theory

      • Quantitative Research Intern

        Jan 2021 - Jan 2021

      • Mathematics Tutor

        Jan 2021 - Jan 2021

    • BNP Paribas CIB

      Jan 2022 - Jan 2024
      Software Engineer

      Worked on market abuse, tax surveillance, best execution control engines and related projects

    • MARGO

      Jan 2022 - now
      Consultant

      Consultancy, technical validator & coach, CSE secretary

    • Natixis Corporate & Investment Banking

      Jan 2024 - now
      FO Software Engineer - FXO

      Working closely with the FXO trading desk to implement solutions

  • Licenses & Certifications