Emmanuel Djanga

Strong interest in automated trading strategies across all asset classes | G: edjanga | R: emmanueldjanga
P: 00447444929947 | emmanuel.djanga@live.be | L: linkedin/emmanuel-djanga
EDUCATION
King’s College London London, United Kingdom
Master of Science Mathematics September 2018 – April 2020
• Dissertation: Finite-sample inference on NGARCH models with flexible distributions (link)
• Relevant Modules: Numerical Methods in Finance, Risk Neutral Valuation: Pricing and Hedging
Derivatives, Statistics for Finance, Algebraic Number Theory, Advanced Quantum Mechanics
Graduate Diploma in Mathematics September 2017 – June 2018
• Relevant Modules: Mathematical Finance, Linear Models and Regression Analysis, Introduction to
Quantum Theory
Maastricht University Maastricht, Netherlands
Bachelor of Science Econometrics and Operations Research September 2013 – June 2017
• Relevant Modules: Econometric Methods I&II, Probability Theory, Programming (C++, R, MATLAB),
Mathematical Statistics, Game Theory, Operations Research.

WORK EXPERIENCE – ACHIEVEMENTS – VOLUNTEERING

UBS Business Solutions AG London, United Kingdom
Algo Trading Model Validation Quantitative Analyst July 2019 – Present
• Review of models and algorithms used in automated trading strategies developed by front office quants.
• Formal assessment of execution algos and transaction cost models (Market Impact) using market data.
• Co-author of an econometric library aiming to ease modelling across the firm.
• Exposure to market microstructure concepts through different means, e.g. academic papers, meetings.
• Online course: kdb+
The Quant Conference (TQC) London, United Kingdom
Head of Sponsorship June 2018 – Present
• Previous edition of TQC featured speakers from leading quantitative institutions.
• Latest innovations in quantitative finance presented by thought leaders of the industry and academics.
The Access Project London, United Kingdom
Tutor (Volunteering) October 2017 – September 2019
• Support given to tutees with high potential from disadvantaged backgrounds aiming for Russel Group
universities.
King’s College London London, United Kingdom
Graduate Teaching Assistant January 2019 – May 2019
• Marking homework handed in by students taking “Discrete Mathematics” class on a weekly basis.

QTS Capital Management Remote

Quantitative Researcher Consultant October 2018 – January 2019
• Implementation of machine learning algorithms on financial instruments (i.e. equities) using Python.
• Stock picking performed via a process involving stock fundamental prediction.
RiskConcile Leuven, Belgium
Quantitative Researcher Intern September 2018
• Implementation of derivative pricing models in a financial library using Python.
• Option pricing performed on 8-month worth of data using stochastic volatility process (Heston model).

SKILLS & INTERESTS

Languages: French (Native), English (Fluent), Dutch (Intermediate) and Italian (Elementary).
Technical Skills: Proficient in Python/R/LaTeX Familiar with MATLAB/SQL/C++/Java/Bloomberg/kdb+.
Certifications & Training: Quantitative Analyst with R (DataCamp), Data Scientist with Python (DataCamp).
Interests/Hobbies: Trading, Machine Learning, Judo (competed on regional level), Squash, Running, Football.