6 - 9 December 2021
Hotel ArtsBarcelonaJulien HokSenior Quantitative Analyst at Investec bank
Profile
Julien Hok holds a PhD in financial mathematics from Ecole Polytechnique France.
He started as a quantitative analyst in equity at Santander in London for 6 years and
worked at Citi Group for 2 years at London in interest rates.
After, he joined CA-CIB as quantitative analyst in the hybrid desk at London for 4 years.
Currently he is working at INVESTEC Bank as quantitative analyst on the Equity and FX derivatives desk at London.
Agenda Sessions
Pricing and risk analysis in hyperbolic local volatility model with quasi Monte Carlo
, 16:40View Session