About Stefan
French
Native or bilingual
English
Native or bilingual
German
Fluent
Experience
- SwissBorgSenior Data ScientistTECHJanuary 2022 - Today (4 years and 5 months)
- Napoleon GroupData science Research LeadMay 2018 - October 2021 (3 years and 5 months)ParisApplied Quantitative Research: Conducts comprehensive research of statistical and machine learning models to devise high-return and unique models in various equity/crypto markets. Blockchain product manager: *Decentralized autonomous fund framework (fully on chain asset management) *Blockchain proof of performance framework for Napoleon Crypto Quantitative Strategies 'Fintech' labeled by Finance Innovation Dev (java/springboot, python, solidity): *Microservices for cryto trading, market making daf rebal and payment APIs *Defi smart contract/Applied cryptography (zk-snark, multi party computation) *Data management : PostgreSQL, S3, ElasticSearch/Logstash/Kibana Messaging bus for real time analytics (Pulsar)
- EYSenior Consultant Data & Analytics/Quantitative Asset ManagementJune 2016 - May 2018 (1 year and 11 months)Paris Area, FranceSenior consultant with a focus in quantitative finance and data science in finance/insurance Credit risk model review (scoring, PD, LGD) Open Data Analytics for enriched KYC, better scoring, risk profiling Managing projects scoping and execution reporting to senior management. Training manager of the data science team Implementation of the DataLab offer
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Education
- Doctor of Philosophy (PhD)Inria, PhD2006••••Functional Analysis Theory & Numerical computations ••••Partial differential equations & stochastic computations ••••Theoretical convergence results for discretization of partial differential equations ••••PhD with a renowned reviewing panel ••••Published paper in the 'Journal of computational physics' ••••CRAS (French science academy) published note https://www.theses.fr/114353115
- Ingénieur civil des MinesEcole Nationale Supérieure des Mines de Nancy2003French generalist high engineering school. 3/2 from Besancon preparatory classes (one perfect score in mathematics). Double cursus Applied mathematics & computer science