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Work Experience
Quantitative Commodity Analyst
Société Générale Corporate & Investment Banking• August 2019 - December 2020
•Built pricing library in python to analyze live trading data, calculate future curves, cost of carry and fundamental analysis impact on the trading portfolio(pandas, numpy, scikitlearn, scipy) •Researched commodities strategies: contango/ backwardation, cash and carry, roll yield, storage theory, convenience yields, LME/OTC arbitrage, thus advising traders on underlying pattern •Identified limitations of current big data management and built a MongoDB database to store daily trading data, thereby establishing platform for back testing trading strategies (MongoDB API) •Initiated and led a project using PowerBI/ python to generate reports on Greeks, saving 5 labor hours per day(seaborn)
Education
Université Pierre et Marie Curie (Paris VI)
Mathematics, MS• September 2017 - December 2020