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Daniel Robert-Nicoud

Daniel Robert-NicoudDaniel Robert-NicoudDaniel Robert-Nicoud

Resume

Professional experience

Laval Science

2021 - Now

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.

Foresight Works

2021

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.

UBS

2018 - 2021

Associate Director

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 Modeller

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.


Education

PhD in Mathematics

2015 - 2018

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.

BSc and MSc in Mathematics

2010 - 2015

ETH Zurich

Bachelor's and Master's degrees in mathematics. I graduated with distinction and was awarded the Willi Studer Prize 2016 for Mathematics.


Copyright © 2021 Daniel Robert-Nicoud - All Rights Reserved.

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