Hugo Lemonnier

• Designed and implemented an Avellaneda–Stoikov–based market-making algorithm with dynamic spread adjustment, quote obsolescence handling, and volatility/latency guardrails to optimize spread capture and reduce adverse selection. • Engineered a unified tick-level data platform using Airflow and AWS for historical replays, real-time ingestion, and event-driven backtesting of microstructure strategies. • Built containerized n8n workflows and a Telegram bot to parse natural-language orders, route confirmations to traders.

• Analyzed large datasets in Python to surface anomalies affecting financial performance. • Conducted blockchain audits (code & security protocols) to ensure traceability and integrity. • Coordinated the launch of a digital bank (Africa): scoped BaaS providers, negotiated contracts, and oversaw core banking/mobile integration.

• Explored SQL queries to analyze financial data, focusing on portfolio management and transactional movements. • Worked on optimizing SQL queries to improve performance and readability. • Developed SQL queries to identify data inconsistencies and generate error messages accordingly. • Help in the testing of the platform and the validation of new build before pushing them on production • Setup a tool called Testim to automate the testing of the platform by defining different scenarii • Address the logs coming from 2 monitoring tools: Runscope (check the performance of the app), and Glowroot

• Annotated and curated sensor and image datasets to support the training and evaluation of AI models for object detection and recognition. • Collaborated with research engineers to define labeling standards and improve data quality across multiple perception tasks.