Isaque Pimentel

Quantitative Analyst, Consultant

Awalee Consulting

Quantitative Finance

I am a consultant working as Quantitative Analyst on Model Risk Management team at Natixis. You can find my latest posts at Blog and my latest publications at Research. Find more about me at About or CV.


  • Quantitative Finance
  • Data Science
  • Applied Mathematics


  • Ph.D. in Applied Mathematics, 2018

    Ecole Polytechnique

  • M.Sc. in Probability and Finance, 2015

    Université Paris 7

  • Diplôme d'Ingénieur, 2014

    Ecole Polytechnique

Latest Post

What is the expectation of W multiplied by the exponential of W?

Using the moment-generating function of a standard normal distribution.

Latest Publication

A power plant valuation under an asymmetric risk criterion taking into account maintenance costs

In an asymptotic framework, we provide an optimal hedging strategy through a solution of a nonlinear partial differential equation.