Quantitative Developer @ (June 2015 - November 2020)
Front Office C# Developer on Fixed Income @ (April 2014 - June 2015)
Commando Front-Office on Multi Assets @ (April 2012 - March 2014)
Commando Product Control on Equity Derivatives @ (March 2011 - March 2012)
Commando Front Office on Equity Derivatives @ (January 2008 - December 2010)
Quantitative Analyst on Credit Derivatives @ (May 2007 - September 2007)
Alexandre Rocha Education
ESILV - Ecole Supérieure d'Ingénieurs Léonard de Vinci
Ingénierie Financière
2002-2007
Alexandre Rocha Skills
C#
Cuda
DevExpress
Infragistics
LINQ
MVVM
Microsoft HPC
Modèle de Black Scholes
Monte Carlo Simulation
Option Valuation
Orleans
Pricing
Stochastic Calculus
Stochastic Methods
VBA
VSTO
WCF
XML
Alexandre Rocha Summary
Alexandre Rocha, based in Paris, FR, is currently a Chief Technical Officer \ Quantitative Developer at LFIS Capital. Alexandre Rocha brings experience from previous roles at LFIS Capital, Natixis, AXA Investment Managers and HSBC. Alexandre Rocha holds a 2002 - 2007 Ingénierie Financière @ ESILV - Ecole Supérieure d'Ingénieurs Léonard de Vinci. With a robust skill set that includes C#, Cuda, DevExpress, Infragistics, LINQ and more. Alexandre Rocha has 2 emails on RocketReach.
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