Freelancer profile translated to English.
Back to original languageAbout Steven
🎓 Quant Profile & Python Developer specialized in Financial Markets and Data Science
Graduated from a dual program in financial engineering (ESILV, Paris Dauphine, ENSAE), I have acquired solid expertise in quantitative research, trading algorithms, and production Python development.
💼 With 3 years of experience in trading rooms and hedge funds (SocGen New York, CFM, Natixis), I have designed forecasting models (volatility, yield curve, pricing) by combining Machine Learning, time series analysis, and real-time constrained optimization.
🧠 My technical spectrum covers:
Data Science / ML: sklearn, TensorFlow, XGBoost, LSTM, Pytorch
|-> Computer Vision: Object detection and others
Quantitative trading: backtests, alpha signals, statistical arbitrage, market making, options
Data Engineering: ML Pipelines, Ray, Docker, Pytest, Git, CI/CD with Jenkins, Luigi Orchestration,
Visualization: Streamlit, Dash, PowerBI,
Excel/VBA & PowerQuery Automation for accounting/management control
🏆 Winner of the Ostrum AM hackathon on VIX forecasting, I am also capable of working on innovative projects combining computer vision, time series, and non-linear forecasting models.
📩 Let's discuss your projects! I can be involved in missions such as:
Data scientist, Python Commando, Quantitative Analyst, and many others
Data scientist or Data Engineering or simply a Python Dev.
Thank you!
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