Quant Research at QUANTAM
Paris Area, France
Quant Research at QUANTAM
Paris Area, France
R&D engineer since 2005
Software developper since 2001
Financial engineering: Front to Back development, High frequency & systematic trading
Scientific software development: c++, performance-critical applications, clustering
Advanced computing & AI: optimization, machine learning, statistical learning, datamining, simulation
(Privately Held; 1-10 employees; Financial Services industry)
April 2008 — Present (1 year 11 months)
(Privately Held; 1-10 employees; Investment Management industry)
July 2006 — March 2008 (1 year 9 months)
o In charge of the development of a trading and quantitative research platform for high frequency trading
o Research on systematic strategies (futures markets).
(Privately Held; 1-10 employees; Financial Services industry)
March 2004 — June 2006 (2 years 4 months)
o R&D on financial softwares and systematic strategies.
o Front-Office developments (electronic-trading software, QuickFIX, etc)
o Application of statistical learning theory and machine learning techniques.
(Public Company; 10,001 or more employees; Transportation/Trucking/Railroad industry)
October 2003 — June 2004 (9 months)
o Development of a discrete event simulation kernel.
o Porting of a simulation software from HP-UX to Linux and redesign of development architecture
o Study of a grid computing solution in rail network simulation
--> Freelance student job (2d/week)
(Privately Held; Computer Software industry)
January 2003 — September 2003 (9 months)
o Development of a decision support software (.Net)
o Development of a peer-to-peer media broadcaster platform
--> Student job
MS degree , Cognitive Sciences and Artificial Intelligence , 2000 — 2005