Computational Scientist (Genomics PhD) · Statistical Modelling · Deep Learning → Quant Research, Paris
I build statistical and deep-learning models for sparse, noisy, high-dimensional biological data, and I'm training in quantitative finance through independent projects.
- PhD in computational genomics, University of Toronto, then 3 years of research on large-scale sequencing data across international consortia
- Deep generative models: GyreVI, a PyTorch variational autoencoder that jointly infers cyclical dynamics and cellular state from single-cell RNA-seq data (Institut Curie)
- Six peer-reviewed papers, including a first-author paper in Genome Research (2025) (code)
- Quantitative finance: M.Sc. in Financial Engineering, WorldQuant University (in progress); I teach Python programming for finance to Master's students at SKEMA Business School
- trend-following-replication: CFM's trend-following papers replicated and Clenow's rules tested on free data; as an overlay, trend lifts a multi-asset portfolio's Sharpe from 0.66 to 0.99. Report
- inverse-vol-futures-overlay: walk-forward inverse-vol portfolios at a 10% volatility target, with robustness tests. Report
- Statistics and machine learning: variational inference, VAEs (PyTorch), Monte Carlo simulation, PCA/SVD
- Engineering: Python, R, Shell · Git, Snakemake, Singularity, Linux HPC (SLURM) · uv
NGS_pipeline_sn (modular Snakemake pipeline for RNA-, ChIP- and ATAC-seq) · NGS_pipeline · RRBS_pipeline · Amplicon_analysis