Quant IT Developer · Pricing & Risk Systems · M2 Market Finance
M2 Market Finance @ CNAM · MEng Data Science @ ISEP · BNP Paribas (apprenticeship)
I build systems at the intersection of quantitative finance and software engineering — the kind that sit between a mathematical model and a production environment.
My background spans IT governance at BNP Paribas, a Data Science engineering degree (ISEP), and an ongoing Master 2 in Market Finance (CNAM) covering derivatives pricing, risk modeling, and portfolio theory. I like things that are fast, correct, and well-understood.
Seeking a Quant IT Developer internship (Pricing IT / Risk IT), open to VIE positions.
| 📈 option-pricer | Black-Scholes closed-form + Monte Carlo simulation, Greeks, convergence analysis |
| 🔁 backtest | Event-driven backtesting engine on historical market data |
| 📊 portfolio-optimizer | Markowitz mean-variance optimization, efficient frontier visualization |
| 📐 fourier | Fourier series decomposition and epicycloid visualization — spectral analysis on arbitrary 2D signals |
Finance: Derivatives Pricing · Options & Futures · Monte Carlo Methods · Value at Risk (VaR) · Portfolio Optimization · Fixed Income · Market Risk Modeling
Mathematics: Probability Theory · Stochastic Calculus · Linear Time Series · Statistics · Optimization · Linear Algebra
languages = ["C++17", "Python", "SQL", "Bash"]
finance = ["Black-Scholes", "Monte Carlo", "VaR", "Greeks", "Markowitz"]
libs = ["numpy", "scipy", "pandas", "matplotlib", "streamlit"]
infra = ["Linux", "Docker", "Git", "AWS"]BNP Paribas - ITGP · IT Governance & Data (apprenticeship, 2022-2024)
- Built ETL pipelines and internal reporting dashboards (Python, Tableau, Dataiku, PostgreSQL)
- Deployed a full-stack app on IBM Cloud (Node.js + PostgreSQL) under IT governance constraints
Pickup Services / La Poste · Fullstack Developer (apprenticeship, 2020-2022)
- Developed ETL tools for dynamic i18n in a React app via MongoDB and C# (ASP.NET Core)
- Delivered features on a production-grade parcel simulation system in Scrum
🏆 Winner - Greencode Hackathon (Dassault Outscale, 2022)
🥈 2nd Place - FRHack (ANFR, 2022)
📜 AWS Cloud Practitioner · Deep Learning Specialization (Coursera)
🗣️ English: fluent (TOEIC 930 · TOEFL 92)
Open to Quant IT internship and VIE — marc.partensky@gmail.com