Co-founder of FDTI Consulting. Data driven strategy consulting
Data driven strategy consulting. Statistical computing and data visualisation, data scientists team managing. Daily usage of R and PostgreSQL. Machine learning (xgb, elastic net, ensemble modeling...), time series, web scraping, heuristic modeling of various strategic processes web app building
Internship at AssetFI MS, investment fund managing over €500M: • Allocation models implementing based on technical analysis using R: quantmod, Rblpapi (bloomberg), TTR, rcpp (c++)... • Risk management models implementing using R: Markov decision processes , Equal Risk Contribution allocation with rebalancing, marginal contribution to risk... • Back and middle office tasks, preparing of daily/weekly/monthly reportings, use of highcharts.js, shiny, rmarkdown
5+ years experience in statistical modeling, machine learning, time series analysis, big data, data visualisation... both for academics and business purpose
2+ years in strategy consulting taught me that analytics needs to serve business goal that should drive any study, and to be followed by proper interpretation and strategic recommandation.
After a master in applied financial modeling, I have experienced the market for years with tailored real time trading algorithms
Web app building
For business purpose, I created several web apps to visualise and understand the most technical concepts and underlyings of models