Yann Renoux yann.renoux@nyu. edu Flat 4, 57 Greatorex St
London, E1 5NP
Tel: +(44) 780-523-3101
~ Welcome ! ~
I am a derivatices trader at UBS in London, focusing on fund derivatives and Alternative Investment Strategies. This website (including resume) will not be updated anymore. Please use my email to contact me.
My current interests are statistical arbitrage with high frequency stock data, optimal execution and transaction cost modeling, as well as exotic options on CPPI modeling, trying to help as much as possible Peter Carr and Ernest Zhu.
This web page was made to provide information on how is life studying at NYU, a few news on life in NYC, some personnal links to finance articles but also
a portal for people who want to apply for the MSc in Mathematics in Finance at NYU.
I am French, 25, attending the Master's of Science in Mathematics in Finance at NYU's Courant Institute of Mathematical Sciences.
I come from a pure math background (multivariate algebra, measure theory, differential calculus, dynamic and numerical optimization) but decided to move to the applied maths after 3 years and
entered ENSAE, a French Grande Ecole, in Paris. After two years there, I worked as an intern in two great investment banks, as a quant in fixed income and then as a trader in equity derivatives AIS in hedge fund/mutual funds with CPPIs.
Along with this experience with exotic products, the double MSc I will get gives me a grasp both on statistical analysis (econometrics, time series, data analysis, tests and forecasting)
and financial engineering (stochastic calculus, arbitrage and portfolio theory, macro/micro economics). The computer science part is not left over, as on top of the statistical tools with SAS, R and Minitab, I've had the chance to learn
how to program in C++, Java and VBA.
From stochastic calculus to arbitrage theory, from equity derivatives to fixed income and credit, from quant to trader, from pricing and modeling to statistical arbitrage, there are things to do out there...!
Based on MasterWeb and MichelAuSud - Copyright � Yann Renoux
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I am a derivatices trader at UBS in London, focusing on fund derivatives and Alternative Investment Strategies. This website (including resume) will not be updated anymore. Please use my email to contact me.
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