
Pierre Allain
Applied Scientist
Salary / Daily rate
London, UK
Mobility: Amsterdam, France, ...
Freelance, open to permanent contract
Can come onsite
Skills
Languages
About me
Intro
Applied scientist with 8+ years of experience developing and deploying models on high-dimensional data, including large language models, real-time fraud systems, and systematic trading signals. I work across the full modeling lifecycle: data strategy and labeling, feature engineering, model training, offline validation, and integration into production systems. Key achievements: Deployed a fraud model scoring millions of transactions weekly; contributed to a cross-team NLP project adopted in production and used in live trading strategies.
Work experience
Senior NLP Data Scientist
G-Research
Sep 2021 - Present
5 years 2 months
London, UK
– Designed and trained transformer-based models on large-scale text corpora, covering data curation, domain-specific fine-tuning, and structured evaluation, with outputs deployed into production research and live trading systems. – Built a benchmarking framework for LLMs and encoder models on financial text, formalising task definitions and evaluation protocols to enable rigorous model comparison. – Built and optimised large-scale text retrieval over 10B+ documents using Elasticsearch, enabling efficient exploration. – Designed and deployed data pipelines to curate, enrich, and validate 20+ large-scale datasets used in research. – Mentored interns on applied machine learning and reproducible NLP workflows.
Data Scientist – Fraud Detection
Checkout.com
Jan 2020 - Aug 2021
1 year 8 months
London, UK
– Built Checkout.com's first machine-learning fraud detection system on 400M+ credit card transactions; designed a feature pipeline combining payment metadata, device intelligence, network signals, and velocity features. – Delivered the model as a low-latency scoring service integrated into the real-time authorisation flow, serving millions of predictions weekly under strict latency constraints. – Led follow-on modelling initiatives, including a payment traffic forecasting project and cross-team ML collaborations. – Mentored a senior product manager transitioning into a technical role through a one-year data science programme.
Data Scientist
Dataffirm (startup hedge fund)
Jul 2018 - Dec 2019
1 year 6 months
London, UK
– Developed automated trading signals for US equities using fundamental data and machine learning, delivering 4 signals end-to-end with live Sharpe ratios above 2. – Built reusable ML pipelines for feature engineering, backtesting and reporting used across the research team.
Quantitative Researcher
Eastmore Group (proprietary trading firm)
Jun 2017 - Jun 2018
1 year 1 month
New York, NY, USA
– Built predictive models for PJM electricity prices using regression, time-series modelling, and simulation methods. – Developed and maintained live data pipelines used by traders and quantitative analysts.
Education
Université Paris Diderot (Paris VII)
MSc, Financial Mathematics ("DEA Laure Elie")
2016 - 2017
1 year 1 month
ENSAE ParisTech
MSc, Applied Mathematics and Statistics
2013 - 2017
4 years 1 month
Lycée Montaigne
Classes préparatoires, Mathematics and Physics (MP*)
2011 - 2013
2 years 1 month