Nicolas Rolland

Nicolas Rolland Email and Phone Number

From mathematics and software to data and action
Nicolas Rolland's Location
France, France
Nicolas Rolland's Contact Details

Nicolas Rolland personal email

About Nicolas Rolland

I am eager on making a difference in new, hopefully big, thing(s).My professional experience was driven with that curiosity, and led me to become passionated with programming, finance, leadership, and category theory.- Programming : I think programming languages are undergoing a quiet revolution, whereby new methods are changing the game. Advanced type and module systems, application in formal mathematics, or abstract interpretations lead to new capacities. Meanwhile, digitalization of many activities, from business to scientific computing, make for a strong demand of those capacities.It is also a very creative industry where various kind of talents can shine.I specialized in functional programming (F#, OCaml, Haskell) for “everyday” needs and am now learning “Lean”, a new language by Microsoft.- Finance : Functioning and healthy markets are not a given, and enable various activities to find their match. I specialized in derivatives markets, where I was skilled or lucky enough to have repeatedly enriched my employers as well as their customers.- Leadership : Sharing knowledge, methods, growing teams. I am convinced that there are no stupid jobs, and there are always intelligent ways to perform one. Having better, smarter, teams can change the very nature of the work done downstream.That’s a credo which has always delivered results in the past, and which I believe more than ever.- Category theory : If mathematics is the science of sciences, category theory is the science of mathematics. This very abstract field requires a very delicate taste, and has its pitfalls, but there are hidden gems deserving more attention.I now specialize in “Distributeurs” and double categories with the not secret plan to give them front and center stage, in a very easy to use form

Nicolas Rolland's Current Company Details

From mathematics and software to data and action
Nicolas Rolland Work Experience Details
  • Université Paris Diderot (Non Affiliated)
    Category Theory : The Science Of Advanced Functional Programming
    Université Paris Diderot (Non Affiliated) 2015 - 2019
    Category theory can be viewed as the mathematics of programming : It is both very abstract.. yet very concrete. Striving to make it more accessible, well understood, and even more concrete !Results published in a high quality scientific journal (FSCD 2020 - cf below)
  • Resa
    Software Engineer
    Resa Jan 2017 - Jan 2018
    Tokyo, Japan
  • Microsoft Research Cambridge
    Functional Software Engineer / Data Science
    Microsoft Research Cambridge 2012 - 2015
    - Machine learning : convex optimisation, structured linear models, gaussian processes, etc.. - Bayesian methods : I focused specifically on bayesian learning- Functional programming : F# / SML / HaskellVarious publications (see below) on probabilistic programming
  • Bbva
    Trader
    Bbva 2011 - 2012
    Equity Index derivatives
  • Societe Generale Corporate And Investment Banking - Sgcib
    Trader Index Equity Derivative / Option Market Making
    Societe Generale Corporate And Investment Banking - Sgcib Dec 2007 - 2011
    Nikkei volatility trader
  • Societe Generale Corporate And Investment Banking - Sgcib
    Trader Exotic Equity Derivatives
    Societe Generale Corporate And Investment Banking - Sgcib Jul 2004 - Dec 2007
    - transforming a desk leading to a 5* increase in PL- great care given to proper training/mentoring of MO, leading to better work environment for everyone- streamlining the deal flow on trading's side, leading to overall increase of customer coverage for other teams

Nicolas Rolland Skills

Derivatives Volatility Trading Systems Trading Computer Science Equity Derivatives C# F# Options Interest Rate Derivatives Market Risk Quantitative Finance Structured Products

Nicolas Rolland Education Details

Frequently Asked Questions about Nicolas Rolland

What is Nicolas Rolland's role at the current company?

Nicolas Rolland's current role is From mathematics and software to data and action.

What is Nicolas Rolland's email address?

Nicolas Rolland's email address is ni****@****ail.com

What schools did Nicolas Rolland attend?

Nicolas Rolland attended Ensae Paristech, Stanford University.

What skills is Nicolas Rolland known for?

Nicolas Rolland has skills like Derivatives, Volatility, Trading Systems, Trading, Computer Science, Equity Derivatives, C#, F#, Options, Interest Rate Derivatives, Market Risk, Quantitative Finance.

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