Skills
Experience
FDTI Consulting
Co-founder of FDTI Consulting. Data driven strategy consulting
Le BIPE
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
AssetFI MS
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
Services
Data sciences
5+ years experience in statistical modeling, machine learning, time series analysis, big data, data visualisation... both for academics and business purpose
Strategy consulting
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.
Finance
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