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 LogoCACIB – Private Debt Solutions Structurer

Mar 2026 - Sept 2026 · Paris, France

  • Current Internship

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 – Dispersion Trader

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

Sports

tomgilgenkrantz.github.io ↗