Hi, I am Senior Research Scientist.
Over my career, I had the opportunity to lead or be part of R&D teams and Research labs in Quantitative Finance and Technology companies.
Recently, I was in charge of Research and Development projects at Quant Cube Technology, I oversaw there a team of 50 data scientists to design, plan and achieve projects from R&D to production pipelines based on alternative data analytics, with a special focus on Economic and Financial applications. I worked in multi-cloud environments on cutting hedge AI technology including NLP and Vision deep learning models or robust statistical learning methods. I was also in charge of assembling teams of data scientists, piloting and organizing data science projects and IT solutions.
Prior to this current role, I worked as Senior Quantitative Analyst in the Research lab of the Quantitative Research Group at BNP Paribas Asset Management, enhancing portfolio construction methodologies on Global Equity Multi Factor Investing, Value and Low Risk systematic strategies. Previously, I worked seven years as Head of Equities and Multi-Asset Research for HSBC Global Asset Management in Paris. Here, I designed and developed, with a great team of data scientists, Cross-Asset Style Factor and Absolute return funds. Previously, I was Global Macro Portfolio Manager and Quantitative Researcher during four incredible and passionating years.
Before joining HSBC, I notably operated as an Economist at the OECD Economics Department and in the French Minister of Finance where I started my career as Administrator of INSEE, class of 2000.
I am an alumnus of the Ecole Normale Supérieure (ENS) Paris Saclay (ex ENS Cachan) where I studied economics. Besides, I graduated from the Ecole Nationale de la Statistique et de l’Administration Economique (ENSAE) with a major in Statistics. And I also hold a Master Research degree in Mathematics (DEA) from the Paris IX – Dauphine University with majors in Probability and Mathematical Finance.
Trained as an applied mathematician, I have 21 years of experience of market roller coaster rides. Over these two decades, I have mainly focused on statistical learning and computer science modelling. I have also developed a strong interest in stochastic modelling, convex analysis and optimization. As such I drafted some research notes and codes you can find here.
Being a Global Macro investor, I have also been keen on studying financial and economic history. And as a seasoned quant, I tend to repeat often to myself this famous quote :
« History never repeats itself, but it rhymes. »
Mark Twain