Paris (75000)2014 - 2020- Co-founder of Walnut Algorithms, a technology firm created in 2014 and focused on applying the latest advances in data science and machine learning research to the financial markets
- Worked in Research team (4 people), building automated trading models on stock markets, using AI and machine-learning techniques.
We launched a fund in Dec. 2018 using these models.
- Worked in Dev team (6 people), building a complete automated trading architecture from scratch, backtesters and advanced tooling to help Research team designing new trading models.
Versailles (78000)2012 - 2014AP-C2i is a LLC (SARL) company I created.
- Senior IT Consultant, worked for several clients (finance, industry), with a strong emphasis on mathematical optimisation, data science and financial services.
OptimInvest, via AP-C2i
- Lead Quantitative Analyst
Suisse (57340)2012 - 2014IT/Quant in OptimInvest R&D team, working in currency management automated systems (algo trading).
- Systematic and quantitative algorithms, on Absolute Returns and Active Overlay Programmes.
- Algo Trading, Research and Development
- Scientific software development : MATLAB, C++, C#, Java, Excel/VBA
Paris (75000)2011 - 2012Quantitative Analyst in R&D team.
- Systematic and quantitative strategies research in currency management (absolute return currency programs)
- Algo Trading
- Scientific software development : MATLAB, C++, Excel/VBA
EURODECISION
- R&D Engineer in Operationnal Research
Versailles2006 - 2011R&D Engineer
- Operationnal Research and Artificial Intelligence (Linear programming, Rule-based systems, Constraint Programming, Mathematics)
- Software development for several clients, optimizing their supply chain, logistics, human resources processes.
Villejuif2006 - 2010Teacher for last-year students in EPITA (Ecole pour I'Informatique et les Techniques Avancées), in Artificial Intelligence and Optimization.
