Mar 2023 – Jul 2025 · 2 yrs 4 mos · San Francisco Bay Area

• Led the design and build of the quantitative framework from scratch, leveraging Alphubel institutional IP and applied research capabilities.
• Early contributor during Blueprint Finance early formation stage.
• Blueprint Finance has raised more than $17m to date.
• Independent audit feedback on the delivered framework: this does not exist in crypto.
• Press coverage:
• Fortune: https://fortune.com/crypto/2024/02/15/blueprint-finance-concrete-protocol-defi-credit/
• Fortune update: https://fortune.com/crypto/2025/06/23/defi-blueprint-finance-raises-9-5-million-polychain-capital/
• Backed by Tribe Capital, Hashed, Portal Ventures, SALT, Lightshift, Hypersphere, and other leading investors.
• Learn more: https://www.concrete.xyz

Dec 2022 – Oct 2023 · 10 mos · New York, United States

• Designed and deployed systematic quant trading strategies realizing 28% annualised returns (net of costs), with consistent outperformance vs benchmarks.

Mar 2020 – Present · 6 yrs · London Area, United Kingdom

• Built Alphubel from the ground up into a globally recognised consultancy in systematic trading, quantitative research, data science, and machine learning. Delivered state of the art innovative solutions and high-impact projects for hedge funds, fintechs, and trading firms.
• Key projects include:
• Blueprint Finance – Designed and delivered a proprietary quantitative framework from scratch.
• GTS – Developed and implemented quantitative trading strategies; served as external portfolio manager.
• Outremont Technologies – Built institutional-grade crypto quant strategies framework; managed strategy deployment and team execution.
• Dystematic / Engine AI – Led alpha research; built a cross-asset trading signal/strategy platform using explainable AI and alternative data.
• Start-up hedge fund – Led portfolio manager selection, fund advisory, and full tech build-out.

Jan 2018 – Jan 2019 · 1 yr · London Area, United Kingdom

• Full development lifecycle and management of systematic low frequencies global macro quant trading strategies, realising a track record 10% above benchmark
• Achieved 1st place in the team JP Morgan corporate challenge 3.5-mile race
• Predictive analytics
• Data visualization
• Automation

Jul 2016 – Jan 2018 · 1 yr 6 mos

• Full development lifecycle of high frequency alpha trading signals: pattern recognition, research, design, simulation, backtesting, implementation in trading engines, paper trading, A/B experiments, post trading
• Delivered marketing materials based on transaction cost analysis and data visualization
• Improved and managed complex automated trading systems (notional traded close to $1B per day) and delivered custom trading algorithms
• Delivered market microstructure studies for MSET and clients
• Delivered data visualization / decision making tools: extract actionable information from large data sets
• Built the global python platform and library from scratch

Jul 2015 – Jul 2016 · 1 yr

Jan 2015 – Jul 2015 · 6 mos · London Area, United Kingdom

• Market making / risk management of structured / hybrid derivatives products (systematic strategies, vol target options, fund-linked products, structured notes, delta one, rotators, leverage certificates, asian basket options,...)
• Daily interactions with over 30 sales persons, other traders and structurers in EMEA, Asia and US
• Master thesis: "Structured product pricing and risks modeling"​ (monte-carlo, local volatility) in collaboration with EPFL and Swiss Finance Institute
• Responsible for running and optimization of the desk's daily/weekly/monthly systematic strategies and pricers
• Research and implementation/improvement of systematic strategies

Jun 2014 – Aug 2014 · 2 mos · London, United Kingdom

• Exposure to various roles and products within fixed income, equities and commodities
• EMEA charity race winning team (fundraising target beat by 30%)
• Interest rates (euro gov bonds, CDS, swaps) trading
• Credit (high yield/investment grade) trading
• Algorithmic trading

Feb 2013 – Aug 2013 · 6 mos · London, United Kingdom

• Algorithmic trading: research, data mining, development (cash equities and cross-assets), systematic calibration, implementation, backtest and live test of systematic strategies
• Options volatility term structures and events modeling in order to generate volatility arbitrage trading ideas
• Developed a model extracting the implied 1 day % move after earnings announcements from options term structures and comparison with 4 and 8 last quarters realized moves in order to generate volatility arbitrage trading ideas
• Developed a dynamic calendar sorting ex-dividend dates from 4 sources in order to have the most reliable

Jul 2012 – Jan 2013 · 6 mos · Paris, Île-de-France, France

• Generalist investment banking division
• Provided company profiles, corporate presentations, strategic and financial analysis
• Worked on financial modeling and company valuations
• Sectors: energy, industrials, consumer, financials, materials, telecom, healthcare

Jan 2012 – Jul 2012 · 6 mos

• Organized conference about trading, hedge funds, private equity, interview simulations
• Created an investment club
• Organized round table with M&A professionals
• Created a guide to banking for ECP students
• Organized trading competition

Jul 2011 – Aug 2011 · 1 mo

Jun 2011 – Jul 2011 · 1 mo

Sep 2010 – Jan 2012 · 1 yr 4 mos

• Launched and finalized the merger between forum Centrale Paris and Forum supélec: created the first European professional job-fair with 200 Companies, a turnover of € 1 million and about 4000 visitors
• Sales and marketing for the 2010 (first) and 2011 editions for both companies and VIP

Sep 2010 – Jun 2011 · 9 mos

• Mission study of private finance initiative structured finance for the greater Paris project,
• a € 30 billion investment business led by the French government.