Financial Derivatives Optimisation Technology
Mr David Bachelier and Mr Majdi Rabia,
Date:
12 Mar 2019
Time:
3pm – 4pm
Venue:
Seminar Room 1 (S17-04-06)
Open to all Math QF UG & MQF students. Interested, please register via https://mysurvey.nus.edu.sg/EFM/se/543BE5C27BDD8A4F
About the Speaker
Having traded Interest Rate options for more than a decade, Mr David Bachelier has a deep understanding of the interest rate market globally. Along with Mr Gavin Jackson he co-founded CAPITALAB. Previously, Mr Bachelier worked from 2007 to 2015 at BNP Paribas as an interest rate options trader in London, Hong Kong and Singapore, overseeing a number of Interest rate option products and strategies. He also traded Interest Rate options at HSBC in both Hong Kong and Paris from 2004 until 2007 and first worked at BNP Paribas from 2002 until 2003 in Risk Modelling and Consumer Finance. Mr Bachelier graduated from Ecole Centrale de Paris in 2002 with a degree in engineering, mathematics and finance Having Graduated from NUS Applied Probability and Statistics Department in 2017, Mr Majdi Rabia joined Capitalab as a full time Quantitative Analyst the same year. He joined there a burgeoning team, applying his skills to real world problems. At NUS, Majdi was a Double Degree French Program Student, from ENSTA ParisTech Engineering school, and wrote his MSc Thesis on Machine learning methods applied to Derivatives Pricing.
Abstract
Sharing session on Financial Derivatives Optimisation Technology
