1. Aurèle GALLE
Bendheim Center for Finance, 26 Prospect Avenue, Princeton, NJ 08540
agalle@princeton.edu ; 609 712 0508
Education
Princeton University September 2015 – May 2017
Master in Finance Princeton, NJ
 Portfolio Theory and Asset Management, Asset Pricing, Behavioral Finance, Trading, Economics.
 Machine and Statistical Learning, Econometrics, Optimization, Extreme Event Theory and Stochastic Calculus.
 Assistant-in-instruction for the graduate course Statistical Analysis of Financial Data.
Ecole Centrale Paris September 2013 – May 2015
Master in Applied Mathematics Paris
 Financial Risks Modeling, High Performance Computing applied to Finance.
 Market and Corporate Finance, Economy, Advanced Probability and Statistics, Partial Differential Equations.
Professional Experiences
Stevens Capital Management, multi-billion dollar quantitative hedge fund June – September 2016
Research Analyst Internship Philadelphia, PA
 Researched strategies for the automated directional futures and equity market neutral strategies.
 Applied statistical learning algorithms in Python and R for signals generation, portfolio construction and risk management.
Bank of America Merrill Lynch June – August 2015
Quantitative Analyst Internship London
 Developed an efficient simulation of the Bond-CDS Basis, for counterparty credit risk and credit valuation trading.
 Implemented computerized solutions in Python, using applied statistics, optimization and stochastic modelization.
BNP Paribas Chair of Quantitative Finance September 2014 – May 2015
Algorithmic Trading Project Paris
 Searched, implemented and back tested statistical and econophysics strategies on Bitcoin.
 Arbitraged high-frequency lead-lag relationship between crypto currencies, with Frederic Abergel.
Thales Group June – July 2014
Industrial Engineering Internship Sydney
 Improved the organization process, by optimizing the distribution of tasks and tools among a team of workers.
 Created a course about Kalman filter and passive radar dedicated to business presentation in popular science.
Oceanswing, Start-up Company specialized in wave power September 2013 – May 2014
Consulting Student Project Paris
 Designed a computerized tool to develop, test and optimize a business plan for the company.
 Prepared a presentation of the business plan in order to value the company, to prepare a future selling.
Skills
Computer
 Professional programming in Python, R and SQL, Presentations and Reports with MS Office and LaTeX.
 Academic knowledge of Signal Processing and Partial Differential Equations with Matlab, Calculus and Algebra in Maple.
 Optimization and simulation with Excel, Notions of Parallel Computing with C++, Notions of UNIX.
Languages
 French native speaker, Fluent in English, Intermediate level in German.
Leadership
 Vice President of the Student Council, in charge of external relations and CentraleSupelec.
Extracurricular Activities
Sports Princeton Travel Club Tennis, Captain and Part-time tennis teacher at Centrale. Member of Centrale’s Ski Club.
Music Accomplished musician, with 12 years of clarinet and musical studies at the conservatory.
Culture Travel including Egypt, Morocco, Greece, Namibia. Amateur of French Literature and Greek Philosophy.