Freelancer profile translated to English.

Description

I help finance, fintech, and asset management teams turn their ideas into reliable tools: pricing, backtesting, data pipelines, Excel/VBA process automation, modeling, and reporting. You give me the need, I deliver clean, tested, and documented code — in French as well as English.

What I can do for you:

➤ Python Development (pandas, NumPy): ingestion, cleaning, and analysis of financial time series

➤ Backtesting and strategy evaluation (P&L, Sharpe, drawdown, multi-regime robustness)

➤ Monte Carlo derivative pricing (multi-underlying stochastic models, empirical calibration)

➤ Multi-currency dynamic hedging, Greek calculation (deltas, finite differences)

➤ Web scraping, Excel/VBA → Python automation, ad hoc scripts, and reporting

➤ C++/C# (CMake, gRPC) and SQL (Oracle) development for more demanding needs

📩 Available immediately, remote or hybrid. Feel free to contact me to discuss your needs.

Languages

French
Native or bilingual
English
Fluent

Workplace preferences

Remote only

Primarily works remotely

Laboratoire Jean Kuntzmann
Inertial Optimization Methods
RESEARCH
June 2025 - August 2025 (2 months)
Grenoble, France
Python development of portfolio optimization tools applied to the FTSE100 universe, based on inertial gradient algorithms with Hessian-based damping. Benchmarks against classic strategies (1/N, PPT) and evaluation of risk/return metrics (Sharpe, drawdown).

Tools: Python (Numpy, matplotlib, pandas )
Python Quantitative Finance Portfolio Optimization Algorithms Risk Management
Ensimag
Structured Product Pricing Engine — C++, C#
BANKING AND INSURANCE
January 2026 - April 2026 (3 months)
Grenoble, France
Design and implementation of a multi-underlying pricing engine (equities + FX) in C++/C# with empirical calibration on historical data. Calculation of path-dependent payoffs, cash flows, and Greeks (deltas). Monte Carlo optimization in C++, integration via gRPC into a cross-language system.
C++ Quantitative Finance Pricing FX Options Hedging
Ensimag
Statistical Arbitrage — Pairs Trading (Python)
PRIVATE EQUITY
December 2025 - January 2026 (1 month)
Grenoble, France
Statistical arbitrage strategy on stocks implemented in Python. Backtest pipeline (pandas) evaluating Sharpe ratio, drawdown, and multi-regime robustness. Graphical representation of historical performance (Matplotlib).