Sebastien Gurrieri's Location
Singapore
Sebastien Gurrieri's Work
- Quantitative Analyst @ OCBC
- Pricing Quant @ Dymon Asia Capital
- Quantitative Analyst @ OCBC
- Quantitative Analyst, Fixed Income @ Mizuho Bank
- Deputy Head of Model Validation @ Mizuho Bank
- Quantitative Analyst, Model Validation @ Mizuho Bank
- Science teacher @ Kansai Furansu Gakuin
- Post-doctoral researcher @ Kyoto University
Sebastien Gurrieri's Education
- Marseille University, France
Doctor of Philosophy (Ph.D.) (Theoretical Physics)
1999 - 2003 - Toulon University, France
BSc (Chemical Physics)
1997 - 1999 - Lycee Louis Le Grand, Paris
Math Spe (Maths, Physics, Chemistry)
1996 - 1997
- Lycee Dumont D'Urville, France
Math Sup (Maths, Physics, Chemistry)
1995 - 1996
Sebastien Gurrieri's Skills
- Risk Management
- Fixed Income
- Equity Derivatives
- Mathematics
- Monte Carlo Simulation
- Partial Differential Equations
- C++
- C#
- CUDA
- Bloomberg
Sebastien Gurrieri's Summary
Sebastien Gurrieri, based in Singapore, is currently a Quantitative Analyst at OCBC Bank, bringing experience from previous roles at Dymon Asia Capital, OCBC Bank and Mizuho. Sebastien Gurrieri holds a 1999 - 2003 Doctor of Philosophy (Ph.D.) in Theoretical Physics @ Marseille University, France. With a robust skill set that includes Risk Management, Fixed Income, Equity Derivatives, Mathematics, Monte Carlo Simulation and more, Sebastien Gurrieri contributes valuable insights to the industry. Sebastien Gurrieri has 2 emails on RocketReach.
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