photo de profil d'un membre

Aurele Galle

Aurele_GALLE_Resume

agalle@alumni.princeton.edu

Expériences professionnelles

Quantitative researcher

SQUAREPOINT CAPITAL

De Août 2017 à Aujourd'hui

Volatility Trading

Graduate teaching assistant

PRINCETON UNIVERSITY

De Septembre 2016 à Aujourd'hui

Statistical Analysis of Financial Data
• Density estimation (heavy tail distributions) and dependence (correlation and copulas)
• Regression analysis (linear, nonlinear, nonparametric) and robust alternatives
• Time series analysis (ARMA, VAR) and Filtering. Nonlinear and nonstationary time series models. State space systems, hidden Markov models and filtering.

Quantitative summer intern

BANK OF AMERICA MERRILL LYNCH , Londres - Stage

De Juin 2015 à Août 2015

Formation complémentaire

Master in Finance

Princeton University

2015 à 2017

• Asset Pricing, Behavioral Finance, Portfolio Theory and Asset Management, Fixed Income, Macroeconomics, Trading and Risk Management.
• Statistical and Machine Learning, Time Series Analysis, Regression Analysis, Optimization, Stochastic Calculus.

Associations

BdE

VP Com Ext

Parcours officiels

Ecole Centrale Paris – Ingénieur – 2016

Langues

Anglais - Courant

Allemand - Notions