Hello world! Bonjour tout le monde!

I am a Quant @ NDVR Inc focusing on options strategies.

I studied Applied Mathematics and Financial Engineering at École CentraleSupélec (formerly Ecole Centrale Paris), and Massachusetts Institute of Technology.

At MIT, I worked as a research intern and completed an R.A. under Pr. Georgia Perakis (co-director of MIT Operations Research Center) focusing on Applied Machine Learning. We were proudly honored to have our model (MIT Cassandra) deployed and maintained on the CDC website (decommissioned in Mar. 2023). Priorly, I interned as a Data Scientist at Descartes Trading in the cross-asset trading desk under Samer Comair, now President CIO at Drakai Capital SAS.

Contact

LinkedIn Profile | ResearchGate | SSRN

Publications

• NEW A Devil’s Bargain: When Generating Income Undermines Investment Returns, R. Israelov and D. Nze Ndong. SSRN, 2023.
• Equity Tail Protection Strategies Before, During, and After COVID, R. Israelov and D. Nze Ndong. The Journal of Portfolio Management, 2024.
• The Hidden Cost in Costless Put-Spread Collars: Rebalance Timing Luck, S. Braun, C. Hoffstein, R. Israelov and D. Nze Ndong. Journal of Alternative Investments. 2023.
• Prediction, Prevalence, and the Operations of Vaccine Allocation, A. Bennouna, J. Joseph, D. Nze Ndong, G. Perakis, D. Singhvi, O. Skali Lami, Y. Spantidakis, L. Thayaparan, and A. Tsiourvas, Manufacturing & Service Operations Management. 2022.
• Evaluation of individual and ensemble probabilistic forecasts of COVID-19 mortality in the United States, E. Cramer et al., Proceedings of the National Academy of Sciences. 2022.
• The United States COVID-19 Forecast Hub dataset, E. Cramer et al., Nature. 2022.

News/Quotes

• (Bloomberg: 11/03/2023) Chasing Options Income Risks ‘Grave Error,’ Former AQR Quant Warns
• (Bloomberg: 03/07/2023) Hedging Against Stock Market Dangers Could Make Losses Much Worse
• (LinkedIn: 01/2023) Post on MIT Jameel Clinic - AI & Health page
• (MIT Sloan: 03/07/2023) Research Spotlight: Novel, Robust AI-Based COVID-19 Model Predicts Disease Prevalence and New Infections

Awards

• INFORMS Conference on Service Science (ICSS) 2021 - Best Conference Paper Winner.
• Recipient of MIT Sloan Dean’s Fellowship, 2019.
• Recipient of Fondation CentraleSupélec Fellowship, 2019.
• Recipient of the Gabonese First Lady’s Excellence Scholarships, 2015.
• First Prize winner at the national mathematical problem-solving contest organized by UNESCO, 2012 (Gabon).

Hobbies

I can be found counting laps in the pool, biking in Boston or playing 3v3/5v5 on the nearest basketball court. I am an otaku, and I do enjoy reading research papers.

Latest read:

• Nov. 2023 pick: Identifying Patterns in Financial Markets: Extending the Statistical Jump Model for Regime Identification. A. Aydinhan, P. Kolm, J. Mulvey, and S. Yizhan. SSRN. Sep. 2023.

Previously read:

• Sep. 2023 pick: High-Frequency Tail Risk Premium and Stock Return Predictability. C. Almeida, K. Ardison, G. Freire, René Garcia, and P. Orlowski. Journal of Financial and Quantitative Analysis. 2023.

I am learning how to cook, play the piano, dance bachata. Whenever I get the chance, I jump on the next train or take the next flight!

Besides, I have nurtured a personal interest in documenting myself about behavioral disorders.