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Rayan
Takka

Algo Trading Quant at Barclays

I am currently an Algo Trading Quant Intern in Credit Systematic Market making at Barclays CIB. I graduated with a master's degree in applied Mathematics at CentraleSupélec for my last year of studies and M2MO (Ex-DEA Laure Elie) Master's Degree from Université Paris Cité. Previously, I did an internship in a quantitative Investment strategies (QIS) team at BNP Paribas CIB and a trading internship in the Euro Govies and Inflation trading desk, in charge of the quotation and hedging of European bonds at Société Générale CIB.

General Info

  • E-mailrayan.takka@student-cs.fr
  • Phone +33 6 58 67 38 92

Languages

  • French
  • English
  • Spanish

Extra Activities

  • Running : 2 times per week
  • Football : University Level, Member of CentraleSupélec Football Club
  • Teaching : Mathematics and Physics tutor for undergraduate and high shool students

Work Experience

    Algo Trading Quant Intern

    Barclays CIB

    Jun 2023 - Dec 2023, London, United Kingdom

    • 6-month internship in the SM&D (Statistical Modelling & Development) eCredit team at Baclays CIB, in charge of Credit products Systematic Market Making (CDS index, ETF, Cash Bonds, Portfolios etc).




    Quantitative Investment Strategies (QIS) Intern

    BNP Paribas CIB

    Apr 2022 - Aug 2022, Paris, France

    • 5-month internship in the QIS team OF BNP Paribas CIB, in charge of the development of quantitative investment strategies. Main Tasks : Research, implementation, backtesting and optimization of Multi-Asset Systematic Strategies, quantitative analysis of high frequency data to identify optimal solutions.




  • Fixed Income Trader Intern

    Société Générale CIB

    Sept 2021 - Mar 2022, Paris, France

    • 6-month internship in the Euro Govies and Inflation trading desk, in charge of the quotation and hedging of European bonds. Development of Relative Value and risk monitoring tools.

Education

    CentraleSupélec

    Sep 2019 - May 2023, Paris, France

    • Highly selective Master’s level engineering school, ranked no.2 in France. Last year Majors: Mathematical Modelling and Financial Mathematics
    • 1st & 2nd Year Majors: Probability theory, Partial Differential Equations, Statistics, Algorithms and Complexity, Machine Learning, Models and Systems for Big Data Management, Quantum physics.



    M2MO: Random Modelling, Finance & Data Science (Ex-DEA Laure ELIE)

    Sep 2022 - May 2023, Paris, France

    • M2MO is a top-level one-year master program in probability and statistics with specialization in quantitative finance. Courses are offered in all aspects of modern quantitative finance starting from the basics of option pricing to more advanced subjects like volatility surface modeling, advanced interest rate models, credit risk, portfolio management etc.



    ETH Zürich

    Feb 2021 - Aug 2021, Zürich, Switzerland

    • Academic Exchange in the Economics & Mathematics Department. Main courses: Decisions and Markets, Financial Economics, Business Analytics, Computational Methods for Quantitative Finance



    Lycée Masséna

    Sep 2017 - Jul 2019, Nice, France

    • Intensive preparation in Mathematics, Physics and Programming for French Top School competitive exams after a Baccalauréat in Sciences (A-Levels equivalent)


Skills

Python

VBA

SQL

HTML/CSS

LaTeX

Java