Tony Briere Email & Phone Number

Montréal, Québec, Canada

Research Assistant for Professor Pierre L'Ecuyer on the topic of Pseudo-Random Number Generation for Parallel Computer Architectures:- Proposal of two algorithms for the implementation of recursive pseudo-random number generators on CUDA-enabled GPUs, attaining greater throughputs than previous algorithms.- Development of a library in C++ and Assembly that will provide our algorithms for the generation of uniformly distributed pseudo-random numbers on CUDA-enabled GPUs to other researchers.

Québec, Québec, Canada

- Scrum Product Owner for the development of large-scale internal scientific software, such as Monte-Carlo simulations and statistical analyses, and for the integration of Software-as-a-Service products.- Financial modeling and reporting of life insurance liabilities, variable annuities, financial assets, and investment strategies, including equity and interest rate derivatives, in the following programming languages: C++, Python, SQL, VB.NET, VBA, and AXIS Script.- Participation to working groups on the topic of stochastic models for the valuation of variable annuities and the interpretation of new accounting standards with respect to variable annuities.

Master'S Degree, Computer Science

Bachelor'S Degree, Actuarial Science

Diplôme D'Études Collégiales, Sciences Informatiques Et Mathématiques