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6 - 9 December 2021
Hotel ArtsBarcelona

Julien Hok
Senior Quantitative Analyst at Investec bank


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