Quantitative research for systematic trading strategies.
Senior Data Scientist
Quantitative research and development of algorithmic trading strategies (with focus on high frequency trading), including prototyping state-of-the-art machine learning models.
Data Science Consultant
Data scientist developing software and data driven solutions for the management of construction mega-projects.
Position held simultaneously and independently from my employment at UBS.
Associate Director (from March 2021)
Machine learning specialist for credit risk. Full stack development of quantitative risk models. Lead developer for various PD and LGD models on Swiss portfolios covering a total exposure of more then 300bn CHF.
Quantitative Risk Modeler (until February 2021)
Machine learning specialist for credit risk. Development and maintenance of PD and LGD models, mathematical modelling, and development of machine learning protocols in the context of credit decisions.
Diploma of Advanced Studies in Data Science with focus in Machine Learning.
Université Sorbonne Paris Nord
Doctoral degree in algebraic topology with focus on operad theory and rational homotopy theory. Under the supervision of Prof. Dr. Bruno Vallette. Defended on the 22nd June 2018.
Bachelor's and Master's degrees in mathematics. I graduated with distinction and was awarded the Willi Studer Prize 2016 for Mathematics.
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