Alexandre Maraval
Research Engineer at Huawei Technologies Research & Development (UK) Ltd- Claim this Profile
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English Full professional proficiency
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Spanish Limited working proficiency
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French Native or bilingual proficiency
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Bio
Experience
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Huawei Technologies Research & Development (UK) Ltd
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United Kingdom
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Telecommunications
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200 - 300 Employee
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Research Engineer
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Oct 2021 - Present
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Artificial Intelligence Research Intern (Reinforcement Learning)
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Apr 2020 - Sep 2021
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Imperial College London
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Research Services
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700 & Above Employee
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MSc Student
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Oct 2018 - Sep 2019
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Jetstone Asset Management
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United Kingdom
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Financial Services
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1 - 100 Employee
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Data Scientist
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Mar 2018 - Sep 2018
- Implementation and automation of trading strategies - Standardisation of inputs and outputs with internal database (collaboration with Engineering) - Version controlled and production-ready R packages and Python scripts. - Bond Research on Fair Value Model - Implementation and automation of trading strategies - Standardisation of inputs and outputs with internal database (collaboration with Engineering) - Version controlled and production-ready R packages and Python scripts. - Bond Research on Fair Value Model
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Jetstone Asset Management
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United Kingdom
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Financial Services
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1 - 100 Employee
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Quantitative Researcher
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Jun 2017 - Sep 2017
Writing a paper on the topic of Risk Appetite Indices (part of MSc thesis), - Implementation of existing methods and development of an optimised R package & user interface, - creation of a backtesting environment to implement simple trading strategies based on extracted signal for categories of assets, - optimisation of existing techniques using more recent research (volatility models), neural networks ... Writing a paper on the topic of Risk Appetite Indices (part of MSc thesis), - Implementation of existing methods and development of an optimised R package & user interface, - creation of a backtesting environment to implement simple trading strategies based on extracted signal for categories of assets, - optimisation of existing techniques using more recent research (volatility models), neural networks ...
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BGC Partners
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Financial Services
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Junior Broker
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Feb 2016 - Jul 2016
- Junior Broker and team support in a 5 broker team specialised in European Equity Derivatives, - Development of a multi-product pricing worksheet in VBA (CRR pricing algorithm, implied vol. estimation, market depth tracker, …) coupled with Bloomberg live data, - Market research (data crunching & stats) on European and American exchanges. - Junior Broker and team support in a 5 broker team specialised in European Equity Derivatives, - Development of a multi-product pricing worksheet in VBA (CRR pricing algorithm, implied vol. estimation, market depth tracker, …) coupled with Bloomberg live data, - Market research (data crunching & stats) on European and American exchanges.
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Indosuez Wealth Management
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France
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Banking
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700 & Above Employee
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Summer Intern
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Jul 2015 - Aug 2015
- Study on option pricing models (BS,Heston,…), - Analysis on the establishement of a new pricing library, - Research and redaction of a tutorial on market regulation (EMIR, Dodd Frank, Volcker) with aim of developing collateral management, - Automatization of structured products term sheets (VBA). - Study on option pricing models (BS,Heston,…), - Analysis on the establishement of a new pricing library, - Research and redaction of a tutorial on market regulation (EMIR, Dodd Frank, Volcker) with aim of developing collateral management, - Automatization of structured products term sheets (VBA).
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Junior Entreprise EPFL
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Switzerland
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Business Consulting and Services
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1 - 100 Employee
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Project Manager
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Sep 2013 - Jun 2014
First Junior Enterprise ever established in Switzerland, it operates as an actual consulting firm in the engineering sector. I began as a project manager, conducting and managing mandates, from the negotiations and the signature of the contract up to delivering the final product. This has enabled me to develop a strong decision making mind and perfect my communication skills. First Junior Enterprise ever established in Switzerland, it operates as an actual consulting firm in the engineering sector. I began as a project manager, conducting and managing mandates, from the negotiations and the signature of the contract up to delivering the final product. This has enabled me to develop a strong decision making mind and perfect my communication skills.
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Societe Generale Corporate and Investment Banking - SGCIB
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France
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Financial Services
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700 & Above Employee
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Fixed term Mission Assignment
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Jul 2013 - Jul 2013
-Working in front office with the Risk Advisory team on the bond market, -Doing some research on the American financial policy (the Federal reserve), Low LT rates environment strategies and potential clients for the bank (Hedge Funds), -Help restructuring the shared data (pipeline) internal to the team. -Working in front office with the Risk Advisory team on the bond market, -Doing some research on the American financial policy (the Federal reserve), Low LT rates environment strategies and potential clients for the bank (Hedge Funds), -Help restructuring the shared data (pipeline) internal to the team.
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Education
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Imperial College London
Master of Science - MS, Computer Science and Machine Learning -
Imperial College London
Master of Science (MSc), Financial Mathematics -
Ecole polytechnique fédérale de Lausanne
Bachelor's degree, Mathématiques -
Institution des Chartreux
Baccalauréat Général, Mention TB