Daniel Robert-Nicoud Email & Phone Number

Zug

Zurich, Switzerland

Quantitative 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 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.

Zürich Area, Switzerland

Machine 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.

Paris Area, France

I 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.

Eth Zürich

I 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.

Education record

Doctor Of Philosophy - Phd, Mathematics

Master Of Science (Msc), Mathematics

Bachelor Of Science (Bsc), Mathematics