This site is part of the Informa Connect Division of Informa PLC

This site is operated by a business or businesses owned by Informa PLC and all copyright resides with them. Informa PLC's registered office is 5 Howick Place, London SW1P 1WG. Registered in England and Wales. Number 3099067.

QuantMinds International

Savings end soon:

  • 00
    Days
  • 00
    Hrs
  • 00
    Mins
  • 00
    Secs
7 - 10 November, 2022
W Barcelona

Bouazza Saadeddine
Quantitative Analyst at Crédit Agricole CIB

Profile

Bouazza Saadeddine received his master's degree in mathematical finance from Université Paris-Saclay, where he is also expected to receive his PhD in applied mathematics. During his PhD, Bouazza worked on applications of supervised learning methods to problems in quantitative finance such as hedging and valuation adjustments 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 Training

    12:20