I'm a Financial Engineering graduate with a strong interest in tech and quantitative finance.
I build Python/Streamlit tools for derivatives pricing, portfolio optimization, and trading strategy.
Currently collaborating with Hugo Delatte (Skfolio) and working on a Portfolio Optimization app requested by OpenBB.
Open to Quant/Trading opportunities โ ideally in New York, but flexible globally.
Always learning โ if you have feedback or ideas, Iโd love to hear from you!
Real-time pricer for European options with Black-Scholes, Monte Carlo, Greeks, Delta/Gamma hedging, and implied volatility analysis.
๐ Streamlit Link ยท GitHub Repo ยท
Machine Learning-driven tool using Skfolio for portfolio backtesting, optimization, and efficient frontier visualization.
๐ Streamlit Link ยท GitHub Repo ยท
MSc 272 โ Financial Engineering and Applied Economics โ Universitรฉ Paris Dauphine โ PSL
Academic Exchange at ITAM, Mexico โ Econometrics, Statistics, Portfolio Management
Python ยท Streamlit ยท Skfolio ยท SQL ยท Matlab ยท Bloomberg ยท VBA
Outside of finance & tech, Iโm passionate about:
- ๐ต Music (Piano & Guitar Teacher, Producer, Sound Engineer)
- ๐ Sports (Basketball, Surf, Tennis 15/1, Lifeguard background)
- ๐ +33 (0)6 68 86 91 30
- ๐ง raphael.elbaze.pro@gmail.com
- GitHub