Quantitative Finance Researcher Mathematician and Computer Scientist
Vincent ZOONEKYND ¯ Pacific Tower Azabu Juban 703 1-1-12 Mita, Minato-ku T¯oky¯o 108-0073 Email:
[email protected] Web: http://zoonek.free.fr/ Phone: +81 (0)3-6437-7137 (office) +81 (0)80-3589-6431 (mobile)
Employment 2007–present
Strategist, Goldman Sachs, Global Securities Services (London, T¯oky¯o)
2004–2007 Research Analyst, State Street Global Advisors, Absolute Returns Strategies (London) My research focused on: digital signal processing (Kalman filter, Hilbert transform); tick data; bayesian methods, mixed models; stock clustering, Kohonen maps; statistical arbitrage; diversity investing; machine learning; etc. My responsabilities included: alpha computations and portfolio construction for our European and Japanese equity long-short strategies; generation of daily risk and performance attribution reports; interactive and graphical visualization of what happenned to a stock (in R, for the portfolio managers); strategy backtests. I also managed the trainees we had every summer and provided them with research subjects. 2004 Bioinformatics scientist, BioRet (a startup in biotechnology, Évry, France) Design and implementation of image analysis algorithms (mathematical morphology) for biological tests 2002–2003
High school teacher, Lycée Eiffel (Gagny, France)
1997–2002
Mathematician, Universities of Marne-la-Vallée, Paris 5 and Évry (France)
1997–1999 Computer science and math teacher in “classes préparatoires”, Lycée Lakanal (Sceaux, France)
Education 2004 Master in bioinformatics (Clermont-Ferrand, France) 2001 PhD in Mathematics (Paris 7, France) 1993–1997 Student at the École Normale Supérieure de Cachan (France)
Languages French, English fluent German, Japanese notions
Finance and Statistics Literacy Statistics Broad but non-academic knowledge Equities Passive, active, long-short strategies, alpha sources; risk models; portfolio optimization; backtests; performance attribution
Computer Literacy Operating Systems Linux, FreeBSD, Solaris Languages R, S-Plus, Perl, C, C++, Python, Maple, Java, Haskell, etc. Databases PostgreSQL, MySQL, Oracle, SQLite Version control CVS, Subversion, Darcs Web development Apache, XML, Php, MediaWiki, etc. Web interface to a Japanese-English character dictionary (Perl, Php, MySQL) Word processing Articles about various LATEX-related technologies, such as Metapost, XY-Pic, Omega; my work on a printable version of an electronic Japanese-English dictionary (XML, XSLT, SAX, DOM, Perl, LATEX, Omega) was presented at the Papillon Semimar, T¯oky¯o, 2002 Other technologies Check my web page for articles on various languages, (open source) softwares or technologies: R (statistical computation software), Perl, Java, XML, Omega, Zope, UML, etc. (mostly in French and sometimes very old)
Miscellanies Mathematics Co-founder of Hubris, the mathematical journal of the students of the ENS Cachan. Technical writing The preliminary version of my book, Statistics with R (1000 pages, 1000 plots) is available on my web page. Also check my blog for comments about statistics, finance, data management or programming languages. Hobbies Photography, running
