Axel Breuer
Sr Quantitative Researcher @ENGIE - International Supply & Energy Management
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WORK HISTORY
Sr Quantitative Researcher @ENGIE - International Supply & Energy Management
From R&D to Prod (lots of ML, OR and Python)- Algorithmic execution strategies (including tick data management on AWS)- Research on algos combining NNs and Parametrized Optimization (modest contributions to diffcp and autograd)- Econometric modeling of Forward curves (Linear- and Nonlinear- State Space Models)- Weather data analysis (weather regimes idenfication)- Large scale portfolio optimization of interconnected natural gas assets (MILPs)
EDUCATION
DTU - Technical University of Denmark
Applied Mathematics
INSA Toulouse - Institut National des Sciences Appliquées de Toulouse
Ingenieur, Applied Mathematics and Modelling
Lycée Français Vincent Van Gogh (The Hague, Netherlands)
Bac C, Mathematics and Physics
Université de Rennes I
PhD, Signal Processing
Université Paul Sabatier Toulouse III
DEA, Applied Mathematics
ABOUT AXEL BREUER
Rocking with math and algos since my Atari 1040STF
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