Alexandre Maraval

Research Engineer at Huawei Technologies Research & Development (UK) Ltd
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Contact Information
us****@****om
(386) 825-5501
Location
United Kingdom, UK
Languages
  • English Full professional proficiency
  • Spanish Limited working proficiency
  • French Native or bilingual proficiency

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Experience

    • United Kingdom
    • Telecommunications
    • 200 - 300 Employee
    • Research Engineer
      • Oct 2021 - Present

    • Artificial Intelligence Research Intern (Reinforcement Learning)
      • Apr 2020 - Sep 2021

    • Research Services
    • 700 & Above Employee
    • MSc Student
      • Oct 2018 - Sep 2019

    • United Kingdom
    • Financial Services
    • 1 - 100 Employee
    • Data Scientist
      • 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

    • United Kingdom
    • Financial Services
    • 1 - 100 Employee
    • Quantitative Researcher
      • 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 ...

    • Financial Services
    • Junior Broker
      • 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.

    • France
    • Banking
    • 700 & Above Employee
    • Summer Intern
      • 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).

    • Switzerland
    • Business Consulting and Services
    • 1 - 100 Employee
    • Project Manager
      • 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.

    • France
    • Financial Services
    • 700 & Above Employee
    • Fixed term Mission Assignment
      • 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.

Education

  • Imperial College London
    Master of Science - MS, Computer Science and Machine Learning
    2018 - 2019
  • Imperial College London
    Master of Science (MSc), Financial Mathematics
    2016 - 2017
  • Ecole polytechnique fédérale de Lausanne
    Bachelor's degree, Mathématiques
    2011 - 2015
  • Institution des Chartreux
    Baccalauréat Général, Mention TB
    2010 - 2011

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