Work experiences
2022-…: Quantitative Analyst & Systematic Trader
Taranis SA - Geneva, Switzerland
Context:
Taranis SA is a Swiss Asset Management Start-up Company investing in global equity markets. Our investment methodology is fully systematic and based on a proprietary technology.
Works:
- Management of operational trading activities on a E-Mini S&P500 & NQ100 Futures Portfolio. Execution of the investment strategies from the management team.
- Development and maintenance of a whole trading pipeline: data scraping and storage, trading strategy execution, risk management and reporting systems.
- Development and implementation of algorithmic investment strategies, data engineering and quantitative research.
- Hedge Fund Cayman based director registered to CIMA. Administrative management of the fund.
Tools:
- Python and libraries: Scikit-learn, Scipy, Statsmodels, Pandas, Numpy, Plotly …
- Frameworks: SQLite, PostgreSQL, IBKR TWS/Gateway, Office Suite
2020-2021: Co-founder & Full Stack Quant Developer/Researcher
Q26 Project - Montpellier, France
Context:
Q26 is a project dedicated to the development of trading algorithms and algorithmic trading environments for independant algo-traders. As a team of 4, we combine more than 35 years of experience in discretionary trading on a variety of financial markets and expertises in science computing, artificial intelligence and autonomous algorithmic systems.
Works:
As a Quantitative Analyst/Developer I develop the following projects:
- Python library dedicated to the development, backtest and stress-test of trading strategies
- Python library dedicated to the paper/live execution of the developed trading strategies
- Prototype of a trading strategy execution environment with possibility to manage in live each trading strategy instance thanks to a graphical interface developed with Dash
- Research and development of trading systems, financial market data analysis.
Tools:
- Python and libraries: Tensorflow, Scikit-learn, Pandas, Numpy, Dash, Plotly, Socket …
- Frameworks: MongoDB, SQL, MT4, IBKR TWS, REST APIs, MQL4, MQL5
2017-2020: PhD. in Astrophysics
University of Montpellier - Montpellier, France
Title: Cosmic Ray transport in the weakly ionzed Interstellar Medium
Context:
Cosmic rays play a fundamental role in the dynamics of the galaxy. The way it is injected into the interstellar medium and the processes it can impact over is an active research branch of Astrophysics. Although supernova remnants are thought to be the main cosmic ray accelerators there is no actual model for their injection that can efficiently explain their spectral distribution as observed on Earth and that can be validated by observations at high energy. Moreover, the effects of cosmic rays on the turbulent dynamic of the weakly ionized interstellar medium and in particular the galactic star formation rate stay unknown.
Works:
- Development of a numerical code describing Cosmic Rays non-linear injection and propagation from supernovae remnants in a multiphasic interstellar medium.
- Implementation of a numerical non-linear Cosmic Rays advection/diffusion method in the AMR-MHD RAMSES code, allowing to describe the effect of the turbulence generated by Cosmic Rays instabilities over the turbulent and thermodynamical properties of the Interstellar Medium.
Communication:
- 5 publications in Scientific journals
- Presentation of my research work results in International Conferences
Technologies and tools :
- Programming languages: Python, C++, Fortran90, LaTeX, Shell
- Frameworks: Numpy, Pandas, Matplotlib, Linux, Cloud Computing, OpenMP, MPI
- Techniques: Numerical Methods, (Semi-)Implicit/Explicit PDE Solvers, Finite Element/Volume Methods, Adaptative/Evolutive Mesh Grids, Stochastic Calculus, Transport & Turbulence theories, Magnetohydrodynamics numerical methods, Plasmas
More infos about my academic realisations
Mar 2017 - Sep 2017: Numerical simulation research fellow
Laboratoire Univers et Particules de Montpellier - Montpellier, France
Title: Cosmic Ray transport in the weakly ionzed Interstellar Medium
Scientific aspects:
Numerical study of the theory of partially ionized plasma in different magneto-hydrodynamic (MHD) approximation. Theorical study of a Cosmic Ray (CR) streaming instability development in a partially ionized plasma. Study of the MHD turbulence generated by CR instabilities and its feedback on a distribution of charged particles.
Technical aspects:
Applied mathematics (field theory, transport theory), science computing and numerical methods developped in python 2.7, bibliographic research, latex report, oral presentation.
May 2016 - Jul 2016: Data analysis research fellow
Laboratoire Univers et Particules de Montpellier - Montpellier, France
Title: Multi-wavelength and environmental study of the H.E.S.S. J1848-018 gamma ray source
Processing of cataloged data, analysis and modelisation using Python 2.7 programming langage. Bibliographic research, latex report, oral presentation.