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Charles
SOYER

A generalist engineer from CentraleSupélec (cursus centralien) specialized in applied mathematics in finance and data analysis

I am currently studying at Centrale Paris as well as at Paris Diderot University for my last year of studies after an internship in the Quantitative Research Group of BNPP AM and an internship in trading on the Hybrid Desk at Crédit Agricole CIB. I am looking for an internship in quantitative finance from April 2021. The rigorous risk management, technical knowledge and precision required by such a position – a true gateway between financial markets and clients – is perfectly suited to my educational profile. Covering mathematics, economy and programming, my classes at Ecole Centrale Paris and University Paris Diderot have given me indispensable tools to begin working in market finance.

General Info

  • E-mailcharles.soyer@student.ecp.fr
  • Phone +33 6 74 96 91 98

Languages

  • French
  • English
  • Spanish
  • Russian

Extra Activities

  • Ski : 9th French Championship (Special slalom SL)
  • Waterski : 2nd French Championship (Slalom 58km/h 2@11,25m)
  • Rugby : University Level, Fly-Half of the Centrale Rugby Club
  • Non-profit organization : Vice-President of Ski Club Centrale Paris (in charge of the student ski trip)

References

“

I had the opportunity to work and discuss with Charles since he started his internship at Credit Agricole CIB. Charles displayed a high level of ambition and interest in capital markets, especially derivatives. Despite his young age, he was able to apprehend quickly complex notions. He is keen to learn and is frequently questioning the assignments he is given in a proactive way to get the better out of them.

Fabien Fouquet

XVA Trader, Crédit Agricole CIB

“

Charles has shown great skills and enthusiasm in improving his knowledge of financial mathematics, markets and financial instruments across a large spectrum of asset classes. Charles has a good knowledge of programming languages like Python that was put into light during one of our discussions. As an example of his curiosity and analytical skills, he challenged one of my VBA programming proposing I replace it with Python for improved efficiency.

Fabien Fouquet

XVA Trader, Crédit Agricole CIB

Work Experience

  •  

    Algorithmic Trader

    Société Générale

    May 2021- Present, Paris, France

  •  

    Quantitative Researcher

    BNP Paribas Asset Management

    Dec 2019 - Jun 2020, London, United Kingdom

    • Implementation in python of the low volatilty strategy multi-factor equity (Mosek optimization under several constraint, matrix calculation)
    • Creation of a general Webbap with dash plotly (Python package) to backtest and follow the performances of all the portfolios (generalization to all portfolios), creation of an API in order to request the SQL Database
    • Deep Learning on datas from google in order to find new strategy

  •  

    Trader Exotic Derivatives

    Crédit Agricole CIB

    Jun 2019 - Dec 2019, London, United Kingdom

    • Pricing new structured products (Credit Linked Notes, CADI range accruals, etc.) for structuration and sales teams with institutional clients like Private Banks / Do the desk cash balance on all the currencies by possibly arbitrating FX swaps
    • Index Structuring (CACIB Amundi MOMA 5) to sell bespoke multi asset performance products
    • Managing the risks of the book (delta, gamma, vega and cross gamma) on rates, FX and credit, Hedging the aforementioned risks in an optimal manner
    • Develop analysis tools for senior trader (Data analysis on VBA, Python pandas/scikit learn/numpy)

  •  

    Salesman

    Nespresso

    Jun 2018 - Aug 2018, Grenoble, France

    • Salesman in a store during my worker internship, in charge of the Vertuo system, Nespresso’s new spearhead appliance (sales objectives: 100 machines, sales achieved: 136 machines)

  •  

    Data Analyst

    Sopra Banking Software

    Jun 2016 - Jul 2016, Grenoble, France

    • Program tester working on Cassiopae software package (SQL Reader request)

Education

  •  

    CentraleSupélec (cursus centralien)

    Sep 2017 - Jun 2021, Paris, France

    • Highly selective Master’s level engineering school, ranked no.2 in France
    • Majors 3rd Year: Machine learning, Optimization, Stochastic processes and calculations, Statistics, Stochastic models in finance, Deep learning, Asset structuring and management, Portfolio Allocation, Deep learning in finance, High frequency data, Fixed Income, Reinforcement Learning
    • Majors 1st & 2nd Year: Mathematics (Probability & Statistics), Physics, Global Market Finance, Corporate Finance, Accounting, Economy, Programming

  •  

    M2MO: Modélisation Aléatoire, Finance et Data Science (Ex DEA Laure ELIE)

    Sep 20120 - Jun 2021, Paris, France

    • Highly selective Master’s level in applied mathematics to finance
    • Majors: Stochastic calculus and diffuse models, Modeling of derivatives, Markov chain, Data modeling and statistical inference, Financial instruments, Risks, Machine learning in finance, C++, Quantitative asset management, Algorithmic trading, Statistical learning

  • Lycée Champollion, PC*

    Sep 2015 - Jul 2017, Paris, France

    • Intensive preparation in Mathematics, Physics and Chemistry (PC*) for French Top School competitive exams after a Baccalauréat in Sciences (A-Levels equivalent)


Skills

Python, Full-Stack Data Analysis

VBA

Java

R

SQL

HTML/CSS

LaTeX