Florian Barras

I am a highly qualified professional holding a Master’s degree in computer science obtained from the Swiss Federal Institute of Technology (EPFL), particularly specialized in quantitative finance and artificial intelligence, and worked for financial companies and research institutions for ten years.

My professional experience includes researching, designing, and implementing quantitative solutions using advanced statistical methods and machine learning techniques. Recently, I have worked as a quantitative developer in a discretionary hedge fund in a cross-functional role between quantitative finance and data science. Working closely with the portfolio managers, I captured, processed, and classified hundreds of thousands of time series to provide them with relevant information to make better trading decisions.

I notably analyzed many driving macroeconomic factors and created several pricing models to estimate the fair value of various financial products in oil, commodities, FX, and rates. Being also the deputy risk manager, I maintained the risk system (including the models) that quantifies the effect of potential market movements on the portfolios. Over the course of my career, I have mastered the ability to conduct extensive independent research and learned the value of effective communication to reach the company’s goals.

In my studies and work activities, I have striven for excellence, driven by my passion to learn. I received full marks for my Master’s thesis in artificial intelligence, for which I invented a novel algorithm to accelerate the resolution of the reinforcement learning problem.