Portfolio

Tom GILGENKRANTZ

French engineering student specializing in quantitative finance and applied mathematics. Particularly interested in market finance (trading/algo-trading & quantitative analysis). Teacher from middle school to higher education in mathematics, physics and computer science. Practicing origami & sports (snowboard, surf, tennis & running).

Work Experiences

Natixis LogoNatixis CIB – Alternative Credit Structurer

Nov 2025 - Mar 2026 · Paris, France

  • Building a pricer for synthetic risk transfer transactions (SRT) with OpenPyXL
  • Preparation of pitchbooks and marketing materials for illiquid credit solutions
  • Work in collaboration with credit traders for CLN pricing and structuring

Amundi LogoAmundi – Quantitative market & liquidity risk analyst

May 2025 - Nov 2025 · Paris, France

  • Performing stress-testing of key risk metrics under both historical crisis scenarios (Covid, 2008, ...) and theoretical shocks (volatility spikes, yield curve shifts, ...)
  • Pricing convertible bonds and calibration of their liquidity costs
  • Conducting backtesting procedures to assess the reliability and stability of VaR models

BNP LogoBNP Paribas CIB – Summer intern dispersion trading

June 2024 - August 2024 · Paris, France

  • Portfolio of dispersions optimization using Markowitz with visualization tools for ∆, Γ, θ and ν
  • Volatility and skew arbitrage research during French legislative elections
  • Pyxll/Xlwings tool development, bot automation programs
  • TRS cashflow management

Les Sherpas LogoLes Sherpas – Mathematics / physics / CS teacher

Sept 2023 – Now · Paris, France

  • Teaching mathematics, computer science and physics to more than 45 students from middle school to higher education, rated 4.99 stars on more than 75 reviews
  • See my profile ↗

Programming Languages

PythonPython
CC
SQLSQL
OCamlOCaml
JavaScriptJavaScript
HTMLHTML
CSSCSS
VBAVBA
LaTeXLaTeX
MatlabMatlab

Python Libraries

SeleniumSelenium
PandasPandas
NumpyNumpy
YfinanceYfinance
PyxllPyxll
XlwingsXlwings
QuantlibQuantlib
PlotlyPlotly
ScikitScikit
StatsmodelsStatsmodels
XGBoostXGBoost
MatplotlibMatplotlib

Softwares

GitHubGitHub
ExcelExcel
PowerpointPowerpoint
WordWord
BloombergBloomberg

Race History

UT4M 40 Charteuse 2026
UT4M 40 Charteuse 2026
41km (2655m D+) - ?
Paris Marathon 2026
Paris Marathon 2026
42km - ?
Paris Semi 2026
Paris Semi Marathon 2026
21km - ?
10K Montmartre 2026
10K Montmartre 2026
10km (153m D+) - 0h40
Versailles Trail 2025
Versailles Trail 2025
18km - 1h34
Lyon Marathon 2025
Lyon Marathon 2025
42km - 3h30
GR340 2025
Solo GR340 Trek
70km - 12h30
Paris Marathon 2025
Paris Marathon 2025
42km - 3h25
Gresivaudan Trail 2025
Gresivaudan Trail 2025
32km (1600m D+) - 3h41
Florence Marathon 2024
Florence Marathon 2024
42km - 3h30