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Xavier Abulker Location
London, GB
Xavier Abulker Work
Structuring and Pricing Quant Analyst for Retail and Storage Contracts on Gas and Power @ (December 2013 - Present)
Senior Quantitative Analyst London Metal Exchange Front Office @ (January 2012 - October 2013)
Team Leader and Senior Quantitative Analyst @ (January 2008 - January 2012)
Quantitative Risk Engineer @ (June 2002 - September 2007)
Front office and risk consultant @ (November 1999 - June 2002)
Consultant portfolio management Barra softwares @ (August 1998 - October 1999)
Xavier Abulker Education
ENSAE
master (Finance and Statistics)
1997-1998
University of Paris I: Panthéon-Sorbonne
master (mathematical finance)
1996-1997
Xavier Abulker Skills
Market Risk
Quantitative Finance
Derivatives
Quantitative Analytics
VAR
Commodity
Interest Rate Derivatives
Equity Derivatives
Commodity Markets
FX Options
Stochastic Calculus
metal trading
Econometrics
algorithmic trading
R
Exotic Derivatives
Trading
VBA
Hedging
Data Mining
Monte Carlo Simulation
c++
c#
python
Option Pricing Models
Financial Risk
Volatility
Front Office
Risk Management
Xavier Abulker Summary
Xavier Abulker, based in London, GB, is currently a Structuring and Pricing Quant Analyst for Retail and Storage Contracts on Gas and Power at Gazprom Marketing & Trading. Xavier Abulker brings experience from previous roles at Marex, RWE Trading, Newedge and Finastra. Xavier Abulker holds a 1997 - 1998 master in Finance and Statistics @ ENSAE. With a robust skill set that includes Market Risk, Quantitative Finance, Derivatives, Quantitative Analytics, VAR and more. Xavier Abulker has 2 emails and 1 mobile phone numbers on RocketReach.
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