Thibaut de Quatrebarbes
Quantitative Analyst Intern @Tiepolo
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WORK HISTORY
Quantitative Analyst Intern @Tiepolo
French independent private asset management firm• Developed Python-based quantitative tools to support portfolio analysis and investment strategies• 13F Tracker :( Data pipeline + Streamlit dashboard) to track the positions of certain hedge funds via 13F reports enriched with Finnhub market data, in order to identify strong convictions or multi-fund consensus• Developed a market regime classification model based on volatility surfaces (ATM vols, skews, slopes) using Bayesian clustering• Developed an earnings analysis framework comparing realized volatility (EWMA of day-after moves) with implied volatility from ATM straddles to assess the accuracy of market expectations• Design of a quantitative screening engine that detects “abnormal accounts” and highlights performance/volatility anomalies in client portfolios, enabling earlier drift detection.
EDUCATION
Université catholique de Lille
Bachelor's degree in international business and law, International Economics
IÉSEG School of Management
Double Master’s Degree | AI & Big Data
IÉSEG School of Management
Grande école program, Master of Finance, Risk and Asset Management, Market Finance
Lycée Marie Curie Versailles
European Baccalauréat, Economics and Social Sciences, Geopolitics and Political Science, Mathematics
ABOUT THIBAUT DE QUATREBARBES
Driven by a strong interest in quantitative finance, artificial intelligence, and…
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