Antoine Herrmann Email and Phone Number

Quantera - Natixis CIBAs part of the Equities Trading desk, develop thetrading infrastructure in close relation with the traders and the Quant. Build Volatility Calculation libraries, implement and calibrate Local Stochastic Volatility (LSV) models and implement pricers.Finance:- Calibration of volatility surfaces- Calculation of implied and stochastic volatilities- Estimation of Vol-of-Vol surfacesSoftware Engineering:- C# design of trading infrastructure- Development of Volatility calculation class- Optimisation of methods- Setup of data pipelines.

Fintech:In the goal to develop the Quant Research pole of the company, I developed atrading simulation environment including a virtual Market to which contributetrading automates connected to a backend interface to the trading strategies andensuring the integration with the current pricing engines and risk libraries.Finance:- Order book analysis- Historical data analysis- Indicators calculations- Pricing and estimation of instruments prices using Monte-Carlo methods- Correlation analysis on portfolio / Portfolio optimization- Rebalancing strategies optimizationSoftware Engineering (Python):- Multicast Multithreaded Market server for simulation environment- AI-based Multithreaded Trading Automate (TensorFlow)- Data processing pipelines- UDP / TCP / Mcast protocols management, Queuing and Formatting messages- QuantLib / PyRisk / Riskfolio

Quanteam - BNP CIB - Commando Support Trading front office - Team AMM EDGE Strategists:Context: At the crossing between Quants, Traders and ITs, my role consisted ofdeveloping quant libraries to include pricing and risk models compliant with theupdated regulation, optimize management scripts and provide technical support tothe traders.Finance:- Basket, pairs trading strategies, hedging on Indices- Options and Futures pricing (Merton with jumps and empirical basis)- Risk and PnL monitoring- Futures expiration rollsSoftware Engineering (Python/C++/SQL):- Development of supervision and ecosystem control tools- Package development (Deliveries, Rollback management, Audit archiving)- Data Pipelines setup- Optimisation of pricers, calibration of Merton's model

Skyrmions Dynamics simulations:Research :- Analytical solving of the LLG equation (1D, 2D, 3D) in ground cases (ferromagnetism, spin spirals, infinite boundaries)- Temperature expansion of the LLG equation- Completion of the LLG equation with inertial second order terms- Temperature-dependant Hamiltonian expansion to Nth neighbor- Numerical Integration of differential equations- Spin field integration- Graphics analysisProgramming (C++ / Python / PovRay):- Numerical solving of the LLG inertial equation using finite elements method- Atomic parallel calculation of the Hamiltonian's eigenvalues on lattice cells- Metropolis Monte-Carlo simulation of temperature effects- Vector field projection, calculation of the topological charge on the lattice- Graph plotting and animation libraries

Electronic structure calculations and spin dinamics sumilations on cristalline B20 compounds of CoxFe1 -xGe.Research:- Analytical solving of the LLG equation (1D, 2D, 3D) in ground cases (ferromagnetism, spin spirals, infinite boudaries)- Hamiltonian diagonalization, eignevalues and eigen vectors approximations- Band structure calculation- Topological charge calculations, Weyl points trackingProgramming (Python / C++):- Calculation of eigen values of the Hamiltonian, 3D band structure representation- Calculation of the Weyl Points under stretch effects (in collaboration)- Graph plotting and animation librariesLead:- Team Management (2 Undergrads + 3 Teacher Assistants)- Collaborations setup with external groups- Mentoring- Conferences, Publication- Grant proposal submissionPublication:- The Interplay of Weyl electronic structure with long-range magnetic structure in Co x Fe 1-x Ge compounds (B Sabir, A Herrmann, L Woods, J Gayles - APS March Meeting Abstracts, 2022)

Private lecturer for undergraduate students - 20 studentsTeaching :- Applied Mathematics- Applied Physics- Physics of Structures- Thermodynamics- Quantum mechanics

Temperature-dependent corrections of the RKKY interaction in 1D, 2D, 3D and effects of Rashba spin-orbit couplings on direct exchange.Analytical research:- Analytical derivation of the RKKY interaction with low temperature- Fermi temperature and Fermi vector calculation- Analytical derivation of the Rashba spin-orbit coupling at low temperatures- Conference, PublicationProgramming:- Simulation of direct spin exchange between atoms in infinite, uniform materials (Matjes)- Numerical integration of the temperature-dependent RKKY interaction with and without DMI for nearest neighbors and further neighbors (space-time-temperature phase space) (Python)- Two- and Three-temperatures modeling for single atoms relaxation (Python)Lead:- Inter-universities collaboration (Strasbourg, FR - Liège, BE)

Statistical analysis of the Delaunay triangulation for 2D ideal gas statisticsDevelopment:- Simulationof Ideal gas particles dynamics (Python and Matlab)- Triangulation of gas particules and algorithmic optimization using Voronoï cells in reciprocal space- Minimal Spamming Tree calculationResearch:- Area, orientation, Cohesion strength Statistics with respect to the distance (scipy)- Conference, presentation of results

Optimization of flow measurement models through non invasive acoustic pulses technicsResearch:- Optimization of flow measurement models through acoustic interferences- Sound wave propagation modeling in pipesProduction:- Calibration of correction parameters depending on the material- Prototyping in white room environement- Test setup controll