Junior Analyst - Asset and Liability Management @ (July 2011 - August 2011)
Leading Officer - French Air Force @ (November 2009 - April 2010)
Thomas Lam Education
École Polytechnique
Engineer of the Ecole Polytechnique
2009-2013
Ecole nationale des Ponts et Chaussées
Engineer of the Ecole nationale des Ponts et Chaussées
2012-2013
Université Paris-Est Marne-la-Vallée
Master's degree
2012-2013
Lycée Charlemagne 2006-2009
Lycée Louis Le Grand 2003-2006
Thomas Lam Skills
Applied Mathematics
C++
Credit Delta One
Cross Asset Systematic Indices Solutions
Equities Delta One and Derivatives
Excel
Finance
Mathematics
Physics
Retail Systematic Trading Strategies
Structuring & Legal
Systematic Trading Strategies
VBA
Trading Strategies
Commodity Markets
Wavelets
Option Pricing Models
Stochastic Calculus
Correlation Analysis
Partial Differential Equations
Credit Risk
Volatility
Microsoft Excel
Risk Management
Monte Carlo Simulation
Dva Hedging
Quantitative Research
Equity Derivatives
Structuring And Legal
Thomas Lam Summary
Thomas Lam, based in United Kingdom, is currently a Senior Quantitative Researcher - Volatility Strategies at Squarepoint Capital. Thomas Lam brings experience from previous roles at Goldman Sachs, Société Générale, AXA UK and Crédit du Nord. Thomas Lam holds a 2009 - 2013 Engineer of the Ecole Polytechnique @ École Polytechnique. With a robust skill set that includes Applied Mathematics, C++, Credit Delta One, Cross Asset Systematic Indices Solutions, Equities Delta One and Derivatives and more. Thomas Lam has 2 emails and 2 mobile phone numbers on RocketReach.
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