X-HEC (École Polytechnique × HEC Paris) · Data & Finance - Quantitative Researcher
Quant researcher on a systematic equity long/short desk (London). Physics & ML background, focused on systematic alpha research and risk.
- Alternative-data signal research (NLP), performance attribution (Brinson), backtesting
- Risk modelling (VaR-based sizing), regime detection (HMM), covariance cleaning (RMT)
- Equity long/short, statistical arbitrage, market microstructure
- Python (primary) - NumPy, Pandas, PyTorch, Scikit-learn - research & NLP
- Rust - low-latency systems (10k+ LOC multi-client/server QKD engine @ Thales, private)
- R, MATLAB; C++ (familiar)
- Financial-Data-Analysis - applied data-science / financial analysis (the work sample behind my current quant role)
Most recent work - current desk research, the Thales Rust systems, and a multiplayer game in development - lives in private or restricted repositories.

