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Idriss Dadoun

Front Office Quantitative Analyst - Fixed Income @ Société Générale

Idriss Dadoun Contact Details

Location:
Paris Area, France
Work:
Front Office Quantitative Analyst - Fixed Income @ Société Générale
Model Validation Quantitative Analyst - Fixed Income @ Société Générale
Model validation Quantitative Analyst - Fixed Income - Intern @ Société Générale
Education:
@ Ecole Nationale Supérieure des Mines de Nancy
About:

Model Validation Quant - Fixed Income @ From December 2014 to Present (1 year 1 month) Quantitative Analyst - Fixed Income @ Implémentation et calibration d'un modèle de taux à volatilité stochastique décoré avec une fonction de volatilité locale. La méthode de calibration étudiée est une méthode de Monte carlo basée sur la simulation, par un système 

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