J EAN -F RANÇOIS P ERRETON 8 allée de Lérins, 77176 SAVIGNY LE TEMPLE

[email protected]

0033674411097

Education • National School for Statistics and Economics (ENSAE)—Malakoff Majoring in Finance – Statistics : Data Analysis, Time Series, Econometrics, Montecarlo methods – Finance : Financial Econometrics, Financial Mathematics, Risk Management – Projected Graduation Date: July, 2006 • Master of Science in Statistics and Stochastic Models in Finance—University of Paris 7 Majoring in Finance – Stochastic Processes : Markov Chains, Continuous Time Processes, Stochastic Calculus – Statistics : Diffusion estimation, Statistics of Stochastic Processes – Finance : Stochastic Control and Application to Portfolio Management, Asset Pricing, Term-Structure Models – Projected Graduation Date: July, 2006

Experience • SSGA Hedge Fund Group—London Internship as an assistant researcher: June 2005–October 2005 – Wrote a survey about clustering methods – Tested clustering methods on financial time series : Model-based clustering, Kohonen maps • Jacques Amyot High School—Melun, Seine et Marne Mathematics examiner: September, 2004–June, 2005 – Prepared students for highly competitive exams to enter French Engineering Schools

Skills • Operating Systems: Windows 98/2000/XP • Computer Languages: – Proficient in R – Familiar with C/C++, SAS, Matlab – Notions in HTML

Languages • French , mother tongue • English, fluent • German, average, rapidly perfectible

Activities • Asian culture: – Learning chinese (pu tong hua, 2 years) – Practicing martial arts: Karate, Taekwondo, Jujitsu • Teaching: – Mathematics – Physics