Brighton Muffat

Research Engineer @Murex

Paris, FR

Currently working in the quantitative research team.\\\\n• Kept abreast of new research about machine learning applied to quantitative finance.\\\\n• Accelerated the calibration of financial models using deep learning techniques.(pandas, PyTorch, Hydra)\\\\n• Built a high level internal Python library to train a neural network with \"differential machine learning\".\\\\n• Integrated neural nets in the C ++ Murex quantitative library. Optimized prediction times with low level CPU optimization.\\\\n• Conducted internal trainings on neural networks.\\\\n \\\\n\\\\n \\\\n \\\\n\\\\n \\\\n

Lycée Fénelon

Baccalauréat with major in maths and physics, Highest honours (18.18/20)

Grenoble INP - Ensimag

Master's degree, Computer Science, Financial Engineering, rank 2/64

Lycée Masséna

Preparatory Classes - MPSI/MP* (Mathematics, Physics, Computer Science)

Université Paris Dauphine

Bachelor's degree, Applied Economics

Ecole polytechnique fédérale de Lausanne

Master's degree, Financial Engineering