About Steven
🎓 Profil Quant & Développeur Python spécialisé en Finance de Marché et Data Science
Diplômé d’un double cursus en ingénierie financière (ESILV, Paris Dauphine, ENSAE), j’ai acquis une solide expertise en recherche quantitative, algorithmique de trading et développement Python en production.
💼 Fort de 3 ans d'expériences en salle des marchés et hedge fund (SocGen New York, CFM, Natixis), j’ai conçu des modèles de prévision (volatilité, yield curve, pricing) en combinant Machine Learning, analyse de séries temporelles, et optimisation sous contraintes temps réel.
🧠 Mon spectre technique couvre :
Data Science / ML : sklearn, TensorFlow, XGBoost, LSTM, Pytorch
|-> Computer Vision : Détection d'objets et autres
Trading quantitatif : backtests, signals alpha, arbitrage statistique, market making, options
Data Engineering : Pipeline ML, Ray, Docker, Pytest, Git, CI/CD avec Jenkins, Luigi Orchestration,
Visualisation : Streamlit, Dash, PowerBI,
Automatisation Excel/VBA & PowerQuery pour la compta/contrôle de gestion
🏆 Lauréat du hackathon Ostrum AM sur la prévision du VIX, je suis également capable d’intervenir sur des sujets innovants mêlant vision par ordinateur, séries temporelles et modèles de prévision non linéaires.
📩 Discutons de vos projets ! Je peux intervenir sur des missions de :
Data scientist, Commando Python, Quantitative Analyst et pleins d'autres
Data scientist ou de Data Engineering ou tout simplement un Python Dev.
Merci !
French
Native or bilingual
English
Native or bilingual
German
Basic
Can work on-site
Paris (up to 50km)
Experience
- Capital Fund Management (CFM)Quantitative Developer – Alpha SignalsFebruary 2025 - May 2025 (3 months)Paris, France• Re-engineered equities statistical arbitrage signals, by integrating cache and making them more robust.• Built end-to-end ML prediction pipelines (simulation/ production) for alpha signal generation, leveraging distributed computing (Ray).• Integrated and validated new predictive models into our Python decision-making platform.
- Societe Generale Corporate And Investment BankingQuantitative Researcher – Algorithmic Market MakingMay 2023 - January 2025 (1 year and 8 months)New York, NY, USA• Develop a volatility regime detection model, to identify critical transition points between different states.• Designed and developed an end-to-end process to predict intraday volatility of G10 currencies using a linear model, enhanced with alpha signals derived from cross-asset classes including FX, commodities, bonds, equities, derivatives, and sentiment data.• Researched on execution algorithms capable of recognizing toxic and TWAP clients using Market Microstructure analysis.• Developed post-trade analysis metrics to identify influential variables in the trading decision model using a customized confusion matrix, and calculated end-to-end D2C and D2D latencies to quantify our latency impact.
- Natixis Corporate And Investment BankingQuantitative Researcher - Algorithmic Trading Intern in FIC TeamJune 2022 - December 2022 (6 months)Paris, France• Worked on tick-by-tick Bond Futures price prediction for Government Bonds Desk (SSA) using advanced machine/ deep learning methods such as stacking model including LSTM, CatBoost and Linear Regression.• Researched and implemented advanced time series denoising techniques for mid-price prediction, utilizing both Wavelet denoising and Fourier Transform filtering, resulting in a 8% improvement.
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Education
- Specialized MasterENSAE Paris - Institut Polytechnique De Paris2023Specialized Master
- Master's Degree in Economic and Financial EngineeringUniversité Paris Dauphine - PSL2021Master's Degree in Economic and Financial Engineering
Certifications
- AMFChambre Nationale des Conseils Experts Financiers2019