Romain Poncet
Quantitative Researcher at Maven Securities- Claim this Profile
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Bio
Experience
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Maven Securities
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United Kingdom
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Financial Services
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200 - 300 Employee
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Quantitative Researcher
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Nov 2020 - Present
US Option Market Making US Option Market Making
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Airbus
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France
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Aviation and Aerospace Component Manufacturing
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700 & Above Employee
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Researcher
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Jun 2019 - Sep 2020
18-months non-compete after ABC Arbitrage. Member of the research team in applied mathematics: - Machine learning acceleration for HPC software - Optimisation for flow lines manufacturing - Developing linear algebra solvers, based on hierarchical matrices, for HPC applications 18-months non-compete after ABC Arbitrage. Member of the research team in applied mathematics: - Machine learning acceleration for HPC software - Optimisation for flow lines manufacturing - Developing linear algebra solvers, based on hierarchical matrices, for HPC applications
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ABC arbitrage
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France
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Financial Services
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200 - 300 Employee
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Quantitative Trader
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Oct 2017 - May 2019
Building and optimising quantitative, low-latency, strategies within the volatility and cross-market teams. - American option pricing, volatility surface calibration - Cross-market hedging optimisation for latency arbitrage - Statistical analysis to build excess return - Auction price prediction Building and optimising quantitative, low-latency, strategies within the volatility and cross-market teams. - American option pricing, volatility surface calibration - Cross-market hedging optimisation for latency arbitrage - Statistical analysis to build excess return - Auction price prediction
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École Polytechnique
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France
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Research Services
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700 & Above Employee
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PHD Candidate
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Oct 2014 - Oct 2017
Theoretical and numerical analysis of stochastic non-linear Schrodinger equations for modelling and simulating Bose-Einstein condensates Theoretical and numerical analysis of stochastic non-linear Schrodinger equations for modelling and simulating Bose-Einstein condensates
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Commerzbank AG
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Germany
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Banking
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700 & Above Employee
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Equity Sales Trader
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Jul 2012 - Aug 2013
Pricing of exotic structured products on equity Pricing of exotic structured products on equity
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Education
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2014 - 2017
École Polytechnique
Doctor of Philosophy - PhD, Applied Mathematics -
2013 - 2014
Pierre and Marie Curie University
Master's degree, Applied Mathematics -
2010 - 2014
École des Ponts ParisTech
Master of Engineering - MEng
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