Remote worker with 2+ years of experience - Last seen 1 month ago

As a quantitative engineer specializing in derivatives pricing, I design and develop models for the valuation, calibration, and hedging of complex financial instruments (options, swaps, exotics).

My skills include:

Mathematical modeling: stochastic models, diffusion, partial differential equations (PDEs), local and stochastic volatility models (Black-Scholes, Heston, SABR).

Numerical methods: Monte Carlo simulations, finite difference methods, quadratures, binomial/trinomial trees.

Technologies: C++ programming, Python, QuantLib, financial data management (Bloomberg API, Excel VBA), use of mathematical libraries (NumPy, SciPy, Pandas).

Market finance: knowledge of vanilla and exotic derivatives, sensitivity analysis (Greeks), yield curves, implied volatility.

My goal is to optimize the accuracy of the models while ensuring their robustness and speed for daily use in trading, structuring or risk management.

Find my projects on GitHub github.com/chelair1996

🛂 Nationality	🇨🇲 Cameroon
🏡 Residency	🇨🇲 Cameroon
📍 Location	🇨🇲 Cameroon
Remote OK	rok.co/@kamlokevinchelair
GitHub	github.com/chelair1996
X	www.linkedin.com/in/tchawou2025
LinkedIn	https://www.linkedin.com/in/tchawou2025
Nomads.com	www.linkedin.com/in/tchawou2025
Instagram	www.linkedin.com/in/tchawou2025
Skilled in	machine learning financial engineering data visualization data analysis financial risk management monte carlo simulation time series modeling model calibration
Fluent in	frenchenglish
Preferred timezone	+1
Preferred annual pay (min)	$450,000/year
Preferred hourly pay (min)	$22/hour
Last seen	1 month ago
Signed up	1 month ago
Badges	👨‍💻 Remote worker 🎨 Maker 🎖 Early adopter