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Aness Hussein

Software Developper, Data Scientist, ex-Trader

Can work in or around Paris

  • 48.8546
  • 2.34771
  • Suggested rate €840 / day
  • Experience 7+ years
  • Response rate 100%
  • Response time 1 hour
Propose a project The project will begin once you accept Aness's quote.

This freelancer is available full-time but hasn't confirmed their availability in over 7 days.

Propose a project The project will begin once you accept Aness's quote.

Location and workplace preferences

Location
Paris, France
Can work onsite in your office in
  • around Paris and 50km

Preferences

Project length
  • Between 1-3 months
  • Between 3-6 months
Business sector
  • Banking & Insurance
  • Defense & Military
  • E-commerce
  • Entertainment & Leisure
  • Software Publishing
+12 autres
Company size
  • 1 person
  • 2-10 people
  • 11 - 49 people
  • 50 - 249 people
  • 250 - 999 people
+2 autres

Verifications

Freelancer code of conduct signed
Read the Malt code of conduct

Verified email

Languages

  • French

    Native or bilingual

  • English

    Native or bilingual

  • Spanish

    Fluent

Categories

Skills (45)

Aness in a few words

Diplome de l'ENSAE, et de UC Berkeley, je suis un Data Scientist, Machine Learning Software Developper et Expert Financier avec 10 ans d'experience. Je parle couramment Francais (native), Anglais (fluent), Arabe (native), et espagnol (intermediaire).

Plus d'infos: durant mon temps libre, jai code le back end et front end d'une application fintech sur iOS and android qui consiste en un reseau social integre a un screener financier. Vous pouvez backtest vos strategies de trading ainsi que trader de facon virtuelle. Je peux vous envoyer l'application via private invite link.

Experience

Stocker

Tech

Founder

March 2022 - Today (11 months)

www.hellostocker.com
try Stocker now: https://applink.hellostocker.com/invite

Criteo LTD - CRITEO

Software Publishing

Machine Learning Software Developper

Paris, France

February 2018 - January 2019 (11 months)

Bank of America Merrill Lynch

Quantitative Strategist

London, United Kingdom

December 2018 - Today (4 years and 2 months)

Criteo - CRITEO

Data Scientist R&D (ML Software Engineer)

Paris Area, France

January 2018 - January 2019 (1 year)

- Running and improving a systematic ML strategy on ad Tech Real Time Bidding Markets, - Leveraged tens of TB of data stored daily, and one of the largest Hadoop clusters in Europe with close to 171 PB of storage and 42.000 cores, (very cool: visited the data center in person) - Implemented Feature Engineering selection tools: use of Khi2, Gini Information, Entropy, Fisher Information - Designed Optimization Metrics: LLH, Weighted LLHCmpVN and budget related metrics - Rolling out Strategy to Prod: Statistical Significance Testing and Bootstrapping for A/B test confidence interval FRAMEWORK: LINUX, Mac OS, Jupyter, pyCharm (+all shortcuts), Hadoop, Spark, JIRA, GitHub PROGRAMMING: Python / Slang (Advanced), C++ (Intermediate), Scala (Basic) – Cherry MX Brown Python Packages: Pandas, Sklearn, Seaborn, Numpy, ipywidgets, Tensorflow, Datetime, PySpark

Societe Generale Corporate and Investment Banking - SGCIB - Société Générale

US/Latam Equity MSCI Index Derivatives and FICC Sales / Trader

Greater New York City Area

April 2016 - August 2017 (1 year and 4 months)

- Identified alpha trading opportunities from analysis of carry rates and volumes, - Rebalancing Arb Strategies on MSCI Latin America indices, - EM (focus on Brazil) OffShore Carry Strategies involving repo, cross currency and financing rates - Running Strategy on Brazilian DYNAMIC CLOSE (ibov close fixing is dynamic as single names do not close simultaneously), - Client Servicing desk: Sending live Quotes and Discussing Market Indexation and Liquidity for exec recos, - Traded intraday: Index Swaps, on/off shore Futures, ETFs, dolFUT, USD/BRL NDF, bonds and Stock Lending

Goldman Sachs

Associate Quantitative Researcher - Goldman Sachs Asset Management

New York, NY

April 2014 - May 2016 (2 years and 1 month)

- Hedge Fund Strategy Selection: Analyzed funds alpha Strategies, Performance and Risk, - Built Liquidity Reporting after discussing market impact per country and signals with traders - Built Intelligent Models for Strategy Categorization for better risk diversification across the platform - Built Fundamental and Macro Economic Models leveraging AXIOMA factors, automated results reporting - Extended to a quantitative regularized Factor models using Lasso and Ridge regression for feature selectio

Natixis CIB Americas

Exotics Equity Derivatives & Hybrids Researcher

New York, NY

October 2013 - March 2014 (5 months)

Berkeley MFE Masters Off Cycle Internship Project: Studied the impact of spread methods applied to autocallable barriers to smooth the greeks and lower the cost of hedging, - Pricing of Exotics Equity Derivatives products for institutional clients, - Pitching of new payoff and baskets ideas for clients / interactions with sales.

BNP Paribas - BNP

High Frequency Trading Signals Researcher

New York, NY

August 2012 - March 2013 (7 months)

UPMC Paris VI Masters Off Cycle Internship Project: Designed and implemented a new heuristic using tick data sets and historical distributions to approximate the priority of an order, • Built a new Order Book and studied the defragmentation of its limits, • Created new indicators to predict stock moves - used financial market data and statistics methods - data analysis in Python, • Worked with tick data / shares and ETFs / C++ / NASDAQ ITCH protocol.

BNP PARIBAS PACE - BNP

Banking & Insurance

Algo Trading

June 2012 - April 2014 (1 year and 10 months)

Université Paris I Sorbonne

Teaching Assistant in Statistics, Econometrics and Microeconomics

September 2011 - May 2012 (8 months)

Natixis North America

Statistical Machine Learning model applied to FX Trading

New York, NY

November 2011 - April 2012 (5 months)

ENSAE Masters Off Cycle Machine Learning project: Machine learning model (k-NN tweaked) on the FX market to automate the forecast of systematic strategies: • Carried out testing on the initial momentum strategy • Analyzed risks through different measures such as VaR and MaxDrawdown • Implemented a tweaked version of k-NN in R language to forecast the PNL of a systematic strategy using historical data

Credit Agricole

Quantitative Analyst intern

July 2011 - August 2011 (1 month)

study of Anaerobic digestion

Education