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QuantMinds International
18 - 21 November 2024
InterContinental O2London

Bouazza Saadeddine
Quantitative Researcher at Crédit Agricole CIB
Speaker

Profile

Bouazza Saadeddine received his master's degree in financial mathematics from Université d'Evry/Paris-Saclay, where he is also currently pursuing a PhD in applied mathematics with a CIFRE grant from Crédit Agricole CIB and French ANRT. Bouazza is working 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. He is supervised by Stéphane Crépey and Lokman Abbas-Turki.

Agenda Sessions

  • CVA sensitivities, hedging and risk

    14:30