Nicolas ARNOULT 5 Rue Dombasle, 75015 PARIS +336 748 748 05 [email protected] http://nicolasarnoult.free.fr

Quant analyst

2011/2012 OBJECTIVES 

SAS GLOBAL FORUM USA : Neural networks and time series, April 2012

SKILLS Statistics: Database analysis, time series, qualitative variables, non linear econometrics Computer knowledge: SAS (Macro, SQL and Miner), EVIEWS, Office Pack (with VBA) Firm abilities: Language C, R (use of packages), GRETL WORK EXPERICIENCES 2011/2012 :

Quant analyst Natixis, Global Risk Quantitative Studies- CQS / Paris 13ème  Lost Given Default and Default Probability modeling.

2011 :

Quant analyst (alternating job-studies) Natixis, Global Risk Quantitative Studies- CSES / Paris 13ème  Stress tests modeling: shipping, aircraft, real estate  Co-development with the Economic Research of commodities econometric models  Elaboration of macroeconomic and specific stress tests scenarios  Others (discount rates, market studies, Monte Carlo simulations…)

2010 :

Economist-Statistician (internship) Xerfi / Paris 9ème  Forecasting models (GNP, Consumption…)  Elaboration of automatic statistic tools on international trade with VBA and Excel  Elaboration of new traded product « country & commodity trends »

EDUCATION 2011 : 2010 : 2009 :

Professional Master: Statistics and Financial Engineering (alternating job-studies) Paris Dauphine University and Paris 2 Panthéon Assas University Honors bachelor degree: Statistics and Financial Engineering (MOSEF) Paris 1 Panthéon Sorbonne University Honors bachelor degree in Economics, Paris 1 Panthéon Sorbonne University

LAST PERSONAL PROJECTS AND PRESENTATIONS Neural networks and time series: an application using SAS, SAS Forum France October 2011 C.N.I.T. La Defense, Paris Neural networks and time series: an Euro/Dollar exchange rate application, NARX and generalized NARX models Appetency score achievement, Logistic regressions, variable selection method,… Exchange rate and regime-switching models, TAR, LSTAR, MS and T-GARCH models Gold prices determining factors, ECM, VECM, TAR and GARCH models OTHER Languages: Hobbies :

French (mother tongue) , English (Fluent), Spanish (scholastic) 16 years of Kayak and several France championship finals, The guitar, Archery …

References available upon request.