Summary
Reda Meskali is a quantitative developer based in Paris with 10 years of software engineering experience, specializing in volatility surface calibration and risk analytics for derivatives markets. He has delivered production-grade pricing and calibration components at Murex and now applies that domain expertise to quantitative development at Morgan Stanley. Comfortable across languages and tooling, he pairs strong debugging instincts with a track record of implementing interpolation, SABR, caplet and FX smile dynamics for multi-asset surfaces. His academic background in computer vision and engineering underpins a methodical, data-driven approach to numerical problems, and early work building code search with Kythe shows an interest in developer tooling and codebase introspection.
10 years of coding experience
1 year of employment as a software developer
Software Engineer, Ingénierie informatique, Software Engineer, Ingénierie informatique at ENSA Marrakech
Master's degree, Computer vision, Master's degree, Computer vision at Université Paris Cité
Baccalaureate, Physical Sciences, Baccalaureate, Physical Sciences at Etablissement Elaraki
Arabic, French, English