Léo Casanova Email & Phone Number

New York, Ny, Us

Paris, Fr

Worked closely with the Founders and Executives on research projects. Designed and implemented proprietary solutions.• Collected and imported data to enhance the firm’s knowledge management platform.• Performed competitive analysis and due diligence on industry’s trends and key players.• Developed software using Python and Selenium WebDriver.

Participated in the development of a growing fintech and its activities, working closely with the Founders.• Developed Excel VBA libraries with UDFs (interpolations/extrapolations, day count conventions, calendar functions…).• Implemented C++/C# executable software working with QuantLib open-source library for data processing and analysis.• Data reconciliation between Murex and QuantSOS market data extracts for model validation.• Exported QuantLib and QuantSOS proprietary C++/C# libraries to Python using SWIG.• POC and data visualization materialized by Jupyter Notebooks coded in Python for intuitive and dynamic interface.

Paris, Fr

Assisted RISK APAC in developing, implementing and following-up on new ways of working, leveraging on new technologies and innovative solutions.• Implemented data processing and analysis programs using R and automated reporting processes.• Estimated IT budget for the following two years and respective hardware purchases.• Set up software training sessions for APAC region.• Worked on macroeconomic overviews and risk profiles of countries of interest within APAC region.• Organized a meeting between Cyberport Fintech Hub startups and RISK APAC committee members to showcase innovative solutions.

Postgraduate Diploma, Engineering Management

Master'S Degree, Financial Engineering

Master'S Degree, Corporate Finance & Performance Management