About me
Welcome! I am a Research Scientist with an experience on Computational Physics, Artificial Intelligence and Data Driven systems applied to financial markets. I earned my Ph.D in Astrophysics from the University of Montpellier and I am currently working as a Quantitative Developer and Strategist applied to financial markets.
Doctor of Philosophy
As a Ph.D researcher I have worked on the Cosmic Ray transport in the Interstellar Medium. My work has been published in Astronomy & Astrophysics and in the Monthly Notices of the Royal Astronomical Society journals. My research has explored the way Cosmic Rays are released by Supernova Remnants in the Interstellar Medium (ISM) and how they do interact with ISM turbulent plasma and how they may impact the global Star Formation Rate (SFR) of our galaxy. For this purpose I have developed a semi-analytic and kinetic code in Python and C++ which modelize how the CRs escape process from SNRs may be itself affected by the magnetic turbulence it generate via CR-ISM plasma wave interactions. In order to understand how CRs generated turbulence affects the galactic SFR, I implemented my model of CRs turbulence generation in the AMR-MHD RAMSES code and simulated how a biphasic turbulent thermally unstable ISM is affected by the CRs streaming instabilities. It has been shown that a such process tends to reduce the galactic SFR by slowing down the molecular cloud gravitational collapse.
Quantitative Researcher/Developer
I’m actually working as a Quantitative Researcher/Developer in an alternative Wealth Management company based on a unique Market Sentiment approach and those objective is to predict investors behavior on various time horizons.
As a Developer I had the opportunity to build and manage a whole trading pipeline from data scraping from various sources to trading orders execution, risk management and automated reporting system. In this field an, even small, execution error in a such pipeline is not allowed. That is why I’m particulerly attached to the rigor of the processes and the clarity of the code I produce. All the code is developed in an object oriented manner and following a precise propietary design pattern allowing the best possible monitoring process.
As a Quantitative Research, I’m working at exploring new data sources, finding correlations, extracting predictive informations and backtesting signal indicators. In a such reasearch field, Devil hides in details. That is why I each time I explore a new data source, I take care to ensure the coherence, the realism and the accessibility of the dataset regarding the investment I want to use it for. I also take care to explore the whole statistics (event the obvious ones) of the dataset, and the ones related to other usefull datasets. And finally I take time to read academic (or not) litterature in a wide range of disciplins in order to find new approaches of my research field.
Data Scientist
As a Data Scientist, I have a great interest in algorithms and methods allowing to enligh symmetries in noisy datasets and modelize complex structures with the best accuracy while taking care to not overfit the trainning dataset. Thanks to my PhD. in Astrophysics, I have the ability to use and learn to use a wide panel of technologies from Deep Neural Networks to Genetic Optimizers or Graph Algorithms and I love to explore new methods and their best applications.
However, because playing with a dataset with cutting edge algorithms is not sufficient to produce a valuable and competitive product, I also take care about mastering pipeline serving technologies, database management and dashboarding creation. Beyond the technology and the code itself, all my developments are driven by the desire to produce the best valuable service/product and I try to find the best product development path to optimize the ROI.
Technical Project Manager
During my career, both in Research and in the Industry, I got the opportunity to manage heavy R&D projects. I have been involved in different levels of development and I had to tackle complex challenges each time. Passionate about new technologies and always trying to incorporate new methods to increase the productivity of my projects, I have a particular self-taught ability and I can take in hand any new technical tool in a short duration of time.
However, because technical abilities and organization methods are not enough to ensure a proficient project management, I’m also attached to the establishment of the project in a global business development strategy, trying to play as efficiently as possible on the key performance indicators that will ensure an added value to the company. I’m also a team player, beyond the strategic management of a team, I love to transmit knowledge, pull my coalleges up and put my energy to the benefit of the team.
More about me
Interested in knowing more about me ?