Data Science Engineer · Market Finance · Quantitative Methods
M2 Market Finance @ CNAM · MEng Data Science @ ISEP · ex-BNP Paribas
I'm an engineer at the intersection of quantitative finance and software engineering — I build the kind of systems that sit between a mathematical model and a production environment.
My background spans data engineering at BNP Paribas, a Data Science engineering degree (ISEP), and an ongoing Master 2 in Market Finance (CNAM) covering risk modeling, derivatives, and portfolio theory. I like things that are fast, correct, and well-understood.
Finance: Market Risk Modeling · Value at Risk (VaR) · Fixed Income · Options & Futures · Portfolio Management · Monte Carlo Methods · Financial Macroeconomics
Mathematics: Probability Theory · Linear Time Series · Statistics · Optimization · Linear Algebra · Machine Learning
Python · C# · SQL · JavaScript / React · Bash · Nix
Pandas · NumPy · SciPy · PyTorch · Streamlit
PostgreSQL · MongoDB · AWS · Docker · Kubernetes
Tableau · PowerBI · Dataiku
BNP Paribas – ITGP · Data Analyst & Infrastructure (apprenticeship, 2022–2023)
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Built ETL pipelines and internal reporting dashboards (Python, Tableau, Dataiku, PostgreSQL)
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Deployed a full-stack app on IBM Cloud (Node.js + PostgreSQL) under IT governance constraints
Pickup Services / La Poste · Fullstack Developer (apprenticeship, 2020–2022)
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Developed ETL tools for dynamic i18n in a React app via MongoDB and C# (ASP.NET Core)
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Worked Scrum, shipped new features on a production-grade parcel simulation system
| 📐 fourier | Fourier series decomposition & epicycloid visualization — spectral analysis applied to arbitrary 2D signals |
| ⚡ python-games | Numerical simulation engine built from scratch: physics, particles, chaos equations, Mandelbrot, solar system dynamics |
| ❄️ nixos | Fully declarative, reproducible NixOS environment — deterministic dep management for data science workflows |
| 🐳 docker | Self-hosted infra configs (Kubernetes, Docker Compose) |
| ⚙️ nvim | Neovim config |
| 🌐 website | Personal website |
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option-pricer— Black-Scholes closed-form + Monte Carlo simulation in Python, with convergence analysis -
backtest— Event-driven backtesting engine on historical market data -
portfolio-optimizer— Markowitz mean-variance optimization with efficient frontier visualization
🏆 Winner – Greencode Hackathon (Dassault Outscale, 2022)
🥈 2nd Place – FRHack (ANFR, 2022)
📜 AWS Cloud Practitioner · Deep Learning Specialization (Coursera)
🗣️ English: fluent (TOEIC 930 · TOEFL 92)
❄️ nixos, btw