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 In the course
of our development
We are currently
hiring interns for our R&D.
Testimonies from our former interns:
Mehdi
Bengelloun (X-Telecom-DEA
El Karoui,2002):
I designed a high-frequency trading
strategy that was implemented on the markets. This innovative challenge
requiring skills in signal processing was a significant boost to my
career. From a human perspective, having the opportunity to work with
very smart people was a great experience: each team member was
very specialized and sharing our knowledge was a great way to generate
new
ideas. My internship with Arbitragis exceeded all my expectations.
Michael Martos
(Ecole Centrale Paris, 2008):
I applied techniques used in the study of earthquakes to predict
financial crashes. I uncovered log-periodic
signatures within stock prices. Right
after my study, the subprime crisis occured and showed the relevance of
my research.
I also programmed significantly in C++, using techniques such as design
patterns, multi-threading, optimization. I learned a lot of things and
had the opportunity to trade the capital of the firm: I suggested
strategies to the senior trader and we took positions on implied
volatility. This constituted a formidable experience for me to see how
Computer Science and Applied Mathematics could be used in equity
derivatives trading.
I appreciated the fact that the
firm trusted me enough to let me trade within a very short time.
Laurent Schatz
(Telecom Paris 2007):
I developped an automated trading system in C++ which traded by itself
according to a set of parameters that had been calculated by a
quantitative system.
I enjoyed the very friendly and
challenging atmosphere in the firm.
Khiem
Nguyen (X-Telecom,
2002):
I
was looking for a first experience in financial markets and I helped
apply signal processing to algorithmic trading and put the
foundation of the trading engine that I wrote in C++.
I used design patterns and extreme programming techniques. The
high level of technicity of the firm allowed me to orient my career
towards IT.
Paul
Dieras (INSA Lyon,
2007):
Having an artificial intelligence
background, I came to help develop the trading robot that trades
autonomously on the markets. The diversity of backgrounds in the
firm and the high-tech spirit makes an internship here a
unique experience. I definitely recommend to other INSAliens to come
and work here.
Ronan Le Costaouec (Ecole des
Ponts et Chaussées 2006, MII):
I
worked on a robust calibration of local volatility models and option
pricing based on exponential Levy laws. This research was led by the
well-known non-gaussian behaviour of asset prices.
This quantitative research was extremely interesting and challenging.
Arbitragis is a very interesting place for students of Grandes Ecoles
who want to have a career in financial markets: research subjects are
at the edge of what is known in quantitative finance and the wealth of
various backgrounds is definitely a plus (very competent computer
scientists allowed me to gain a lot of time while implementating the
models) and the atmosphere is very friendly. This was a
fascinating experience.
Julien
Wadel
(INSA Toulouse 2006):
I put into place all the founding software bricks
on which the real-time option pricing software was going to rely
on. I loved the C++ development environment which allowed
me to produce industrial-quality softwares quite fast.
We also promote
open-source software via our derivatives pricing model Derivaquant that
can be downloaded here:
http://derivaquant.sourceforge.net
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Internship
# 1: Derivatives Pricing Software and Trading.