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Jan Leo Junior Research Analyst

0041 21 66 127 21
jan.leo11@gmail.com
Searching for a position as a Research Analyst with utilizing my skills in survey methodologies and fundamental programming abilities keeping in mind the end goal to deal with the organization's activities in a proficient way.
  • Nationality
    Switzerland
  • D.O.B
    1990/05/05
  • Marital Status
    Single
  • Driving License
    No
  • Relocation
    Yes
  • Available for Freelance
    No

Work Experience

Hobart Laboratories SA

Quantitative Developer (Aug 2015 - Feb 2016)

• Reasearch on Implied Volatility

• Standard Formula for Solvency 2

• Hierarchical aggregation of risk factors using copulas

EPFL - Credit Suisse

Researcher (Feb 2015 - Jun 2015)

• Designed a Portfolio Allocation Model

Harvey's Research

Intern (Sep 2016 - Dec 2016)

• Studying treatments for improving empirical correlation matrix estimation

• Keywords: PCA, Shrinkage

Course project: Quantitative Risk Management

Student (Feb 2014 - Jun 2014)

• Perform data analysis on returns, estimation of VaR and ES

Education / Certification

EPFL, ´Ecole Polytechnique F´ed´erale de Lausanne, Lausanne

EPFL, ´Ecole Polytechnique F´ed´erale de Lausanne, Laus (Sep 2014 - Present)

Lyc´ee Robert Schuman de Luxembourg, Luxembourg

High School Degree (Sep 2004 - Jun 2010)

Professional Skills

Basic Average Expert
  • • Quantitative Risk Management
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  • • R
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  • • Matlab
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  • • C++/ Python
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  • • Multivariate Statistics
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  • • Data Analysis
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  • • Financial Big Data
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  • • Microsoft Office
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  • • SPSS
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  • • Regular Expressions
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  • • Data Mining
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  • • Trend Analysis
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  • • Quantitative Research
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Personal Skills

  • Proactive 100%
  • Independent 90%
  • Ambitious 100%

Languages

  • - English, German, French, Luxembourgish (Fluent)
  • - Mandarian

Activities & Interests

27, Avenue Louis Favre K774, 1024 Ecublens, Switzerland

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