Aymeric Duport

Product Engineer

Nogent-sur-Marne, Île-de-France, France5 yrs 10 mos experience

Key Highlights

Over 10 years of experience in quantitative trading.
Achieved 22% annualized returns with systematic strategies.
Expert in developing trading automation frameworks.

Stackforce AI infers this person is a Fintech expert specializing in quantitative trading and algorithmic strategies.

Contact

Skills

Core Skills

TradingAlpha ResearchQuantitative AnalysisSystematic TradingAlgorithmic TradingFinancial Analysis

Other Skills

Algorithmes d’apprentissage automatiqueAlgorithmsBacktestingBusiness ObjectC#C/C++Data analysisExcelsF#Finance quantitativeFinancial ModelingFutures TradingGestion de portefeuilleHedge FundsLaTeX

About

# Experiencied quantitative trader/analyst with 10+ years of experience # Trading : worldwide futures, with a focus over interest rate futures # Alpha research: identifying new systematic trading opportunities by using statistical methods from scratch to production (backtests, optimization & operational monitoring). # IT: developement of Python & C# programs for quantitative researchs, trading & risk management # Hard worker, curious, good communicator with a friendly personality

Experience

Nerthus finance

Quantitative trader

Nov 2015 – Present · 10 yrs 4 mos · Paris · Hybrid

Build and scale systematic trading strategies across global futures markets, including a robust interest rate futures strategy that achieved 22% annualized returns, Sharpe > 2, and a 16% drawdown. Hosted by RCube Asset Management (track record available upon request).
Alpha Research & strategy development: Develop and optimize systematic trading strategies through quantitative analysis to uncover and capture alpha across global markets.
Data analysis & pattern recognition: Conduct quantitative analysis of financial time series to detect market patterns and refine predictive models that support data-driven trading decisions.
Development of C#/Python softwares:
Backtesting framework for strategy optimization and robustness testing.
Signal discovery in large datasets using Machine Learning algorithms.
Trading automation framework using FIX protocol.
Historical market data service (bars & ticks) via MySQL/PostgreSQL.
Risk management: monitor & control risk across strategies within firm-wide limits.

TradingAlpha researchData analysisC#PythonRisk management+1

Eg systems

2 roles

Quantitative analyst

Oct 2012 – Aug 2015 · 2 yrs 10 mos · Vincennes

EG-SYSTEMS is a proprietary trading company (hedge fund) with multi-asset strategies ranging from volatility arbitrage to relative value, Global macro and statistical arbitrage (winner of several awards from BarclayHedge).
Research and Modeling of systematic trading strategies by identifying statistical arbitrages (volatility index/index futures and U.S. stocks).
Operational research involving parameterization of trading strategies.
Development of research softwares using C#, R & Python (multi-underlyings/spreads, multi-strategies and massively parallelized).
Conception and servicing of a MySQL historical database of ticks recovered from Interactive Brokers and Reuters streams with an associated charting program in C#.

Statistical arbitrageC#RPythonMySQLQuantitative analysis+1

Intern

Apr 2012 – Sep 2012 · 5 mos · Vincennes

Invivoo

Team R&D – Trading Automaton - Intern

Apr 2011 – Sep 2011 · 5 mos · Invivoo - Néomantis - 13 rue de l'Abreuvoir 92400 Courbevoie

Member of a research and development team on a platform generating components for algorithmic trading framework:
Study and develop a new execution engine for the platform (C#/F# languages).
« Complex Event Processing » oriented architecture implementation and multithreading.
XComponent solution is able to create natively communicant components for algorithmic trading framework.
More details on: http://www.neomantis.com

C#F#Algorithmic trading

Natixis

Debt and Structured finance desk – Intern

Apr 2010 – Sep 2010 · 5 mos · Région de Paris, France

Reporting development on Business Object and SQL Developer for Portfolio managers to follow their activities in syndicated credit:
Implementation of several financial indicators and projections.
Credit risk analysis, Basel II compliance & P&L.

SQLBusiness ObjectFinancial analysis