Pierre Cornilleau
Artificial Intelligence Specialist @Citi
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WORK HISTORY
Artificial Intelligence Specialist @Citi
London, GB
Working as an AI researcher and project lead on applied machine learning and generative AI initiatives within Citi.Key projects include:GenAI-based extraction and structuring of data from complex financial documents, from problem definition to model selection, evaluation, and deployment considerations
EDUCATION
École Centrale de Lyon
Doctor of Philosophy - PhD
L'École Normale Supérieure de Lyon
Master of Science - MS
Universitat de Barcelona
Master of Science - MS1
Université Pierre et Marie Curie
Master of Science, "Probabilités Finance"
CPGE Lycée Descartes, Tours
Bachelor of Science - BS
SKILLS
ABOUT PIERRE CORNILLEAU
AI researcher and project lead at Citi, working on applied machine learning and generative AI for real-world financial use cases. Currently leading projects focused on GenAI-based extraction and structuring of information from complex documents, delivering production-oriented solutions at scale. Previously involved in reinforcement learning applications to financial modeling, including volatility fitting and optimization of share buyback strategies, combining statistical rigor with modern ML methodologies. Backed by several years of experience teaching advanced mathematics and computer science in MP* preparatory classes, with a strong foundation in probability, statistics, and mathematical modeling. This dual background enables a pragmatic approach to AI: theoretically grounded, yet focused on robustness, interpretability, and impact.Fluent in English, French and Spanish. Interested in applied AI systems, quantitative methods, and bridging research ideas with industrial constraints.
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