Axel Chedri

Axel Chedri is a Macro Analyst at Balyasny Asset Management L.P., where responsibilities include optimizing implied volatility surface interpolation, developing a PnL decomposition algorithm for options and variance swaps, and forecasting overnight implied volatility decay to enhance delta hedging. Prior to this role, Axel Chedri interned as a Summer Trader Intern at TransMarket Group on the U.S. Treasuries desk. Academic qualifications include a Master of Science in Financial Engineering from Columbia University and a Master of Science in Statistics, Economics, and Finance from ENSAE Paris, as well as a preparatory class in Mathematics, Physics, and Computer Science from Lycée du Parc, and a high school diploma focusing on Mathematics and Physics from Lycée Notre Dame de Mongré.