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QuantMinds International
18 - 21 November 2024
InterContinental O2London

Bouazza Saadeddine
Quant at Crédit Agricole CIB


Bouazza Saadeddine received his master's degree in mathematical finance and PhD in applied mathematics from Université Paris-Saclay. During his PhD, Bouazza worked on applications of supervised learning methods to problems in quantitative finance such as valuation adjustments, risk measure calculation and calibration while also addressing computational aspects with low-level GPU optimizations. Bouazza currently works as a quantitative analyst at Crédit Agricole CIB where he pushes such methods to accelerate pricings and risk calculations.

Agenda Sessions

  • Fast Calibration using Complex-step Sobolev Training