Freelancer profile translated to English.
Back to original languageAbout Ludovic
About Me:
Financial engineer by training with international experience, I am passionate about process optimization and transforming ideas into concrete solutions to facilitate decision-making.
What I Can Bring:
Whether you want to modernize your algorithms, develop predictive models, optimize your data pipelines, create analysis tools, or automate complex processes, my technical and collaborative approach will convince you. My goal: to provide you with tangible added value.
Key Skills:
Data Science, Machine & Deep Learning:
- Predictive modeling, statistical analysis, anomaly detection.
- Supervised learning (CNN, RNN, LSTM, decision trees), unsupervised (autoencoders, clustering, GAN), and reinforcement learning (Q-Learning, Deep Q-Networks).
- Tools: TensorFlow, PyTorch, Scikit-Learn, Pandas, NumPy.
Data Engineering:
- Databases & ETL: PostgreSQL, SQLite, AWS.
- Automation & Orchestration: Airflow, Docker, Prefect.
- API & Integration: RESTful API development, third-party service integration.
Software Development:
- Languages: Python, SQL, C++, VBA, Bash.
- Tool Development: Algorithmic trading platforms, backtesting libraries.
- Code Management & Deployment: Git, GitLab, CI/CD.
Finance:
- Market analysis and investment strategies
- Portfolio management
Soft Skills:
- Effective communication with multidisciplinary teams.
- Complex project management.
- Simplification of technical concepts for stakeholders.
- International collaboration and teamwork.
Contact me todayto discuss your needs and explore how we can collaborate to achieve your ambitions.🚀
French
Native or bilingual
English
Native or bilingual
Spanish
Conversational
Can work on-site
Paris (up to 50km)
Experience
- Melanion CapitalQuantitative Researcher (PhD Perspective)May 2024 - July 2024 (3 months)Paris, France
- Managed strategic allocation of new alpha fund across asset classes (identifying appropriate optimization criteria and sample splitting methodologies, mitigating overfitting)
- Conducted research based on the works of B. Dupire, E. Derman, J. Gatheral, and G. Skiadopoulos to better understand spot-vol dynamics on equity and commodity options
- Launched a generic version of the backtesting process to support a wider range of inputs and parallel script processing
- Travailleur IndépendantQuantitative TraderNovember 2023 - April 2024 (6 months)Paris, France
- Structured a fully automated algorithmic trading platform for retail investors to manage equity and ETF positions
- Maven SecuritiesTrading AnalystSeptember 2022 - October 2023 (1 year and 2 months)Londres, United Kingdom
- Designed fully systematic market-making strategies from scratch by creating databases, backtesting libraries, API calls, P&L trackers, and trade summaries
- Prototyped custom intraday strategies on US Treasury options and futures (Volatility Spread using Beta Sizing, Bollinger Bands, Mean Reversion, Momentum, Pair Trading, Realized vs Implied Volatility, Kaufman Adaptive Moving Average) and monitored portfolios hosting the best performers (Sharpe ratio > 3)
- Performed analyses to find the most profitable option and futures strategies to hold during key economic and political events (elections, CPI, NFP, rate decisions) by mapping live and historical P&Ls of greeks across different strikes and expiries
- Prepared reports on standard deviations and weighted exposure of the volatility surface wings, leading to better option position sizing (Pump, Skew, Pwing, Cwing)
- Identified trends and anomalies in bid-ask spreads to generate alpha signals
- Developed and automated daily risk and performance reporting (market activity, risk dashboards, and book positioning recommendations) for several desks (Treasuries, Macro, Metals, and Short-End)
- Implemented a platform to showcase spread opportunities across European rate options
Recommendations
Be the first to recommend Ludovic
Help this freelancer shine by sharing your experience working together.
These freelancer profiles also match your criteria
Agatha Frydrych
Backend Java Software Engineer
4.7
(3)
2
Baptiste Duhen
Fullstack developer
4.6
(4)
5
Amed Hamou
Senior Lead Developer
4
(2)
7
Audrey Champion
Web developer
4.3
(3)
4
Education
- Master 272, Financial Engineering and Economics, Major in Quantitative FinanceUniversité Paris Dauphine - PSL2022Principaux cours : Informatique, Gestion Quantitative, Calcul Stochastique, Econométrie, Allocation Stratégique d'Actifs, Aspects Multi Fréquentiels du Risque, Produits Dérivés, Produits Structurés et Trading
- Bachelor's Degree in Financial Engineering and EconomicsUniversité Paris Dauphine - PSL2019Principaux cours : Informatique, Mathématiques, Statistiques, Marchés Financiers, Microéconomie, Macroéconomie / Echange universitaire: Baruch College