David T.

Centralien engineer by training, I support hedge funds, family offices, asset management companies, and brokers with their systematic investment strategies, quantitative research, alternative data, and investment vehicle structuring challenges.

For over 10 years, I have been involved in the entire value chain of a quantitative investment activity: strategy research, signal construction, live execution, risk management, improvement of investment processes, automation, business development, and fundraising from institutional investors.

I have notably participated in raising and managing over $50 million in systematic strategies, primarily in equities, futures, and commodities (US/Europe).

I currently undertake missions in:

- Audit and improvement of quantitative and systematic strategies

- Alpha research, alternative data, and quantitative signal construction

- Automation of discretionary strategies using Python

- Scraping and structuring of financial databases

- Risk management, portfolio construction, and investment processes

- Support for launching and structuring funds or investment vehicles

- Preparation of investor documents, pitch decks, and fundraising materials

- Portfolio analysis, quantitative research, and due diligence

- Project management in a financial environment

- Training in quantitative research, backtesting, and systematic strategies

My positioning: to help my clients transform/improve an investment idea or strategy into a robust, measurable, and presentable process for investors.

Pragmatic, results-oriented, and very comfortable at the interface between investment teams, data, and investors, I am available for ad-hoc or long-term assignments.