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juliangrall/README.md

Hi, I'm Julian 👋

I'm a final-year M2 student in Applied Mathematics for Finance at Université Paris-Cité (ISIFAR program), currently working as a Quantitative Analyst Apprentice at Mutuelle Mieux-Être.

🎯 Looking for a first position in Model Validation (VAMS) or Quant Risk Analyst — September 2026.

Areas of interest

  • 📊 Pricing & derivatives modeling
  • 📈 Interest rate models and stochastic calculus
  • ⚠️ Risk measures (VaR, Expected Shortfall, backtesting)
  • 🤖 Statistical learning & deep learning

Tech stack

Languages: Python · R · SAS · SQL · C/C++ · VBA
Libraries: PyTorch · scikit-learn · pandas · NumPy · SciPy · tidyverse
Tools: Jupyter · RStudio · Excel · Git

Get in touch

LinkedIn Email

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  1. wgan-gp-vs-score-based-models wgan-gp-vs-score-based-models Public

    Empirical comparison of WGAN-GP vs Score-Based Generative Models on 2D distributions. PyTorch.

    Jupyter Notebook

  2. cta-momentum-pca-sp500 cta-momentum-pca-sp500 Public

    Quantitative trend-following strategy on S&P 500: momentum, PCA, MST. Python.

    Jupyter Notebook

  3. credit-scoring-uci credit-scoring-uci Public

    Credit default prediction on UCI Credit Card — 6 ML models compared (best AUC 0.76). R.