Charles HEIN

En résumé

Entreprises

• Crédit Agricole CIB New York (6 months) - Paris (6 months) - Junior Quantitative Analyst in Securitization

  2013 - 2014 Developping (Vba, Vb.net, SQL) and monitoring of quantitative methods of risk assessment and cash flow models used to structure, analyze and operate securitization transactions (ABS, Conduits).

• University of Oslo (UiO) - Research Intern

  2013 - 2013 Adaptation with Matlab of the Universal Kriging method to energy markets. The aim was to calculate forward prices for delivery times that are not fixed by the market.

• TAEP, junior-entreprise de l'ENSTA Paristech - Member

  2011 - 2012 A junior-entreprise is a non-profit organization managed by students. The aim is to offer consulting services linked to the fields of study of ENSTA ParisTech to firms in the area.

Formations

• Université Paris 6 Pierre Et Marie Curie

  Paris 2014 - 2015 MSc in Probability and Finance ("DEA El Karoui")
  
  This MSc is jointly organized with the École Polytechnique with a highly competitive admission process. The formation mainly focuses on mathematical investment finance, especially derivative securities
  and modelling of interest rates. It provides a strong background in stochastic calculus, numerical probabilities and statistics.

• ENSTA Paristech

  Palaiseau 2011 - 2015 MSc in Simulation and Engineering Mathematics
  
  Relevant coursework: Markov Chains, Differentiable Optimization, Discrete Optimization, Accountancy and Financial Analysis, the Finite Element Method, Martingales and Stochastic Algorithms, Stochastic Calculus, Stochastic Models for Finance : the continuous and discrete time cases, Monte Carlo Methods, Computational Finance, Probability and Statistics, C++ programming, Matlab programming.

• Lycée Kléber, CPGE

  Strasbourg 2009 - 2011

Réseau

• Celine HOFFMANN

• Hamza ABBAD EL ANDALOUSSI

• Jean AUGIER

• Joseph MINDAY

• Lauriane FILLOT

• Lucie ROUBIN

• Pascal HA PHAM

• Raphael MIGNOTTE

• Rémi JULLIEN

• Robin LECLERC