Daniel Robert-Nicoud Email and Phone Number
I am an experienced Data Scientist with a background in mathematics and finance and a deep interest for machine learning. I am always passionate about learning and exploring new concepts and methods and I thrive when working in a cooperative environment.In my current and previous roles I have developed and prototyped machine learning models for algorithmic trading (high-frequency trading, with a focus on market micro-structure) and credit risk modeling. I have a strong academic background in mathematics and I am currently furthering my education with a Diploma of Advanced Studies (DAS) in data science at ETHZ, with main focuses on reinforcement learning and gaussian processes (but not only).I have extensive programming experience in Python, including the main data analytics libraries (such as numpy, scipy, pandas, scikit-learn, pytorch, ...) I also have beginner to intermediate knowledge of SQL, C++, Julia, Java, and Scala. I love collaborating with smart people and I have strong communication skills, especially in a scientific context. In additional to my mother tongues Italian and French, I am fluent in English and I speak German at an intermediate level.
Squarepoint Capital
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Quantitative ResearcherSquarepoint Capital Jan 2024 - PresentZug -
Senior Data ScientistLaval Science Jul 2021 - Aug 2023Zurich, SwitzerlandQuantitative research and development of algorithmic trading strategies (with focus on high-frequency trading), including researching and prototyping state-of-the-art machine learning models. -
Data Science ConsultantForesight Works Jan 2021 - Jun 2021Data scientist developing software and data driven solutions for the management of construction mega-projects.Position held simultaneously to and independently from my employment at UBS. -
Associate DirectorUbs Oct 2018 - Jun 2021Zürich Area, SwitzerlandMachine learning specialist for credit risk. Full stack development of quantitative risk models, including stakeholder interactions, data sourcing, data analysis using machine learning techniques, model implementation, and model maintenance. Lead developer for various PD and LGD models on Swiss portfolios covering a total exposure of more than 300bn CHF.Promoted to Associate Director in March 2021. -
Phd Student And Lecturer In MathematicsUniversité Sorbonne Paris Nord Sep 2015 - Aug 2018Paris Area, FranceI succesfully completed a PhD at the Université Paris 13, in Paris, under the supervision of Prof. Dr. Bruno Vallette. My fields of research were Homotopical Algebra and Mathematical Physics, with a focus on operads, deformation theory, and rational homotopy theory.I have authored five research articles:- Convolution algebras and the deformation theory of infinity-morphisms, arXiv:1806.03371 (June 2018, in collaboration with Felix Wierstra)- A model structure for the Goldman-Millson theorem, arXiv:1803.03144 (March 2018)- Homotopy morphisms between convolution homotopy Lie algebras, arXiv:1712.00794 (December 2017, in collaboration with Felix Wierstra)- Representing the Deligne-Hinich-Getzler infinity-groupoid, arXiv:1702.02529 (February 2017)- Deformation theory with homotopy algebra structures on tensor products, arXiv:1702.02194 (February 2017). To appear in Documenta Mathematica.During my PhD, I lectured the following courses:- Introduction aux Structures Mathématiques, Fall 2015.- Algèbre Linéaire 2, Fall 2016.- Algèbre Linéaire 2, Fall 2017.- Analyse 2, Spring 2018.Moreover, I co-organized a workshop on Persistent Homology at the Université de Montpellier, which took place in July 2017.I successfully defended my PhD thesis with title "Operads and Maurer-Cartan spaces" the 22nd of June 2018. -
Bachelor And Master Of Science In MathematicsEth Zurich Sep 2010 - Aug 2015Eth ZürichI succesfully completed my Bachelor and Master of Science with distinction at the ETH Zürich (Federal Institute of Technology of Zürich). I was awarded the Willi Studer Prize 2016 for the best Master degree in Mathematics of the year 2015.Bachelor Thesis: "The Quillen Equivalence between Topological Spaces and Simplicial Sets," under the supervision of Prof. Dr. Damien Calaque and Dr. Mathieu Anel.Master Thesis: "Infinite Dimensional Moment Map Theory," under the supervision of Prof. Dr. Dietmar A. Salamon.Furthermore, I have been a TA for the following courses:- Analisys II, Spring 2014.- Topologie (Topology), Spring 2013.- Funktionentheorie (Complex Analysis), Fall 2012.
Daniel Robert-Nicoud Education Details
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Mathematics -
Mathematics -
Mathematics
Frequently Asked Questions about Daniel Robert-Nicoud
What company does Daniel Robert-Nicoud work for?
Daniel Robert-Nicoud works for Squarepoint Capital
What is Daniel Robert-Nicoud's role at the current company?
Daniel Robert-Nicoud's current role is Senior Data Scientist | Machine Learning, Big Data, Quantitative Research.
What schools did Daniel Robert-Nicoud attend?
Daniel Robert-Nicoud attended Eth Zürich, Université Sorbonne Paris Nord, Eidgenössische Technische Hochschule Zürich, Eidgenössische Technische Hochschule Zürich.
Who are Daniel Robert-Nicoud's colleagues?
Daniel Robert-Nicoud's colleagues are Rajan S., Aditya Kukreja, Safae Moukane, William Churcher, Omar Ben Said, Eric Koh, Lanqing Chen.
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