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mb69-code/README.md

Hi, I'm Martin Belot !

Quantitative Finance & Financial Engineering student at École Centrale de Marseille
Looking for a 6-month end-of-studies internship in trading, structuring, or quant research (from May 2026)

Experiences

  • Tradition Securities & Futures — Inflation Sales/Trader Assistant (Jan–Jun 2025)
    Pricing ZC Swaps, Spread and Forward Swaps, Breakevens · Curve distortion analysis · VBA pricers

  • Euronext Paris — Cash Equities Trading Analyst (Jul–Dec 2024)
    Python revenue model for Market Maker fee schemes · Liquidity & microstructure analysis

Projects

Project Topics Stack
Rates Models & Swaption Pricing Hull-White, Black's model, Greeks Python, QuantLib
ML in Finance : Portfolio Optimization Regime detection, clustering, Sharpe Scikit-learn
Inflation - IOTA Trading Strategy Inflation, Break-Even, ZCIS, IOTA Streamlit
Repo Bonds - CTD Specialness Model Repo, RV, Specialness, Z-Spread, ASW-Spread Streamlit, Scipy

Skills

Languages · Python · VBA · SQL · MATLAB
Libraries · Pandas · NumPy · Scikit-learn · Matplotlib
Finance · Bloomberg Terminal & API · Dataiku
Topics · Derivatives pricing · Rates · Inflation · Market microstructure

Education

  • École Centrale de Marseille — Ingénieur, Applied Mathematics (GPA 3.85/4)
  • Università di Bologna — Exchange, MSc Quantitative Finance
  • Top 10% Mathematics · Top 5% Economics

Live Dashboards

Contact

LinkedIn Email

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  1. rates-models rates-models Public

    Calibration of the Hull-White one-factor model on €STR data (AR(1) & MLE) and swaption pricing under three equivalent measures — Monte Carlo and Trinomial Tree.

    Jupyter Notebook

  2. machine-learning-portfolio machine-learning-portfolio Public

    ML-driven equity portfolio construction — K-Means, Hierarchical Clustering (HRP) and Genetic Algorithm for stock selection on S&P 500/400/600

    Jupyter Notebook

  3. bond-relative-value bond-relative-value Public

    Euro SSA repo desk RV framework : market-implied carry & Z-spread analysis (KfW/EIB vs Bund) and synthetic Bund CTD specialness model (Ornstein-Uhlenbeck process) with live Streamlit dashboard.

    Jupyter Notebook

  4. inflation-trading inflation-trading Public

    Euro area inflation basis trading - IOTA spread modelling, mean-reversion signal, backtest engine and live Streamlit dashboard connected to ECB data.

    Jupyter Notebook