Mamadou Ngom
About Mamadou Ngom
Mamadou Ngom is a Financial Engineer with expertise in calibration and interpolation techniques for financial instruments. He has worked at Murex since 2019 and previously held positions at EDF, Archirodon Group N.V., and Carrefour.
Work at Murex
Mamadou Ngom has been employed at Murex as a Financial Engineer since 2019. In this role, he focuses on calibration and interpolation techniques for financial instruments. His responsibilities include developing zero coupon yield curves for rates, foreign exchange, and inflation within a multi-curve framework. Ngom also specializes in building and calibrating volatility surfaces using both geometric and parametric methods. His expertise extends to computing sensitivities in financial models, particularly for interest rate options and FX derivatives.
Previous Experience
Prior to his current position at Murex, Mamadou Ngom gained valuable experience through various internships. He worked as a Quant research intern at EDF in the Paris Area, France, for six months in 2018. Earlier, he served as an Engineering Intern at Archirodon Group N.V. in Athens, Greece, for three months in 2016. Additionally, he completed a one-month Blue-collar internship at Carrefour in the Paris Area, France, in 2015. These roles contributed to his foundational knowledge and skills in financial engineering.
Education and Expertise
Mamadou Ngom studied at Prytanée Militaire de Saint-Louis, where he achieved a Baccalauréat S1 with a specialization in Mathematics and Physics. He furthered his education at Mines Paris from 2014 to 2018, earning a Diplôme d'ingénieur with a focus on geostatistics and applied probabilities. His academic background provides a strong foundation for his current work in financial engineering, particularly in areas such as volatility surface building and calibration.
Technical Skills
Mamadou Ngom possesses specialized skills in financial engineering, particularly in calibration and interpolation techniques. He has developed expertise in constructing zero coupon yield curves and building volatility surfaces. His proficiency includes computing sensitivities for financial models, which is essential for assessing risk and performance in financial instruments. Ngom's technical skills are critical in his role at Murex, where precision and accuracy are paramount.