Nicolas Rey

• Data Science Project: o Extracted various information from a logo image to turn it into a jingle o Used google vision API to get various sentiments o Used word-2-vec + word similarity to match image features with sound features o Deployed solution on AWS • Data Engineer Projects: apiconnectpro.com o Connected CRM to accounting software through API o Connected HR sorftware to CRM through API o Used webhook to get live updates o Created financial dashboard to get PNL and sales commissions o Deployed solution on AWS

• Engineered single asset & multi-assets investment strategies on cryptocurrencies • Backtested those strategies including price impact for trading on DEXs • Retrieved historical DEXs data to integrate fees and price impact • Built dashboard to visualize market data and investment outcomes

• Engineered an econometric model to predict prepayment on mortgage loans • Optimized the model using particle swarm algorithm and tested robustness with Monte-Carlo simulations • Engineered a model to replicate clients’ rates with financial assets to lock down the margin • Coded Vasicek model in C++ to simulate interest rates • Built a news sentiment analysis using BERT and recurrent neural network (RNN) to classify news • Built a second RNN taking news sentiment and other structured data to predict interest rates • Created a dashboard with dash in Python to easily upload any data, visualize them to check corrupted datapoints and built predictive models

• Programmed Recurrent Neural Network using LSTM cells with Tensorflow in Python • Created chaotic time series to compare the RNN model accuracy with an ARIMA model one • Applied the RNN, ARIMA and naive models to financial data and analyzed the best performing one based on several criteria

• Analyzed the performance of the 2.5 billion Euros fund • Developed tools to monitor competitors’ portfolios performances with Morningstar • Drafted market analyses and portfolio managers’ strategies for investors

• Managed funds with 100 million Euros of assets • Updated tools to monitor portfolios’ performances • Developed a Markowitz portfolio in VBA

• Traded an average of 7 billion Euros daily in the money market • Wrote daily morning reports to portfolio managers • Calculated discounted cash flows

• Settle invoices of counterparties’ portfolios • Execute payments related to these invoices • Liaise with traders and counterparties

• Analyzed operational cost accounts and balance sheets • Monitored the cost control and assessed the 2013’s budget