Alexandre Duhamel

Quantitative Researcher @LGT Capital Partners

Pfäffikon SZ, CH

Delivered strategy testing and risk analysis using Bayesian inference and SDEs (stochastic vol, jumps), measured by posterior-predictive coverage and out-of-sample diagnostics- Built Monte Carlo “uncertainty cones” for allocation and risk decisions, measured by PIT calibration and forecast coverage checks- Introduced multiple-testing controls (FDR/BHY), probabilistic/deflated Sharpe, and CSCV/PBO screens, measured by lower PBO on selected strategies and steadier live/backtest ratios- Implemented Python pipelines (NumPy, pandas, PyMC, SciPy) for MCMC/bootstraps/simulations, measured by reproducible runs and tracked run-time logs- Presented results to PMs, risk, and strategy quants, measured by adoption of DSR/PBO gates and uncertainty-cone visuals in QIS reviews.Core stack: Python, Monte Carlo, bootstrap/CSCV, Bayesian model checking, SDE (SV/J).

Lycée Polyvalent Ferdinand Buisson, dit... "LA NAT"

Concours, Prépa CPGE en PT

Columbia University

Master of Science - MS, Operations Research - Financial Engineering and ML/AI

National School of Computer Science and Applied Mathematics of Grenoble

Engineering Diploma, Computer Science, Applied Mathematics and Financial Engineering