About

Extensive knowledge of derivative pricing and related numerical techniques with experience in most asset classes: interest rate derivatives, equity derivatives, forex and credit derivatives. Ability to produce production quality code and detailled analysis on pricing models. Enthusiastic trainer for staffs of all levels. Strong ethics, good problem solving skills, and detail oriented. Technologically savvy, proficient in software life cycle, continuous delivery and deployment, object-oriented design, web applications, and database design.

Email: bertrand.lenezet@gmail.com

Work Experience

Viridios Capital2020 - Present

CTO

Artificial Intelligence and Quantitative Finance in sustainable investing

Independent2019 - Present

Systematic Trader

Volatility, Equity Indices and Commodities

OCBC Bank2014 - 2019

Vice President

Senior Quantitative Analyst - Model Validation

OCBC Bank2010 - 2013

Vice President

Technology executive

ING Wholesale Bank (Singapore)2008 - 2010

Senior Business Analyst

Credit Agricole CIB (Singapore / Paris / Frankfurt am Main)2004 - 2008

Lead / Development Manager

INRIA (Paris)2001 - 2003

Software Developer

Education

Certificate in Quantititative Finance (Distance learning)2013 - 2014

Quantititative Finance

ISEP (Paris)2009 - 2013

MSc. in Computer Science

Skills

  • LANGUAGES

    • C#
    • C++
    • R
    • Python
    • Java
    • Scala
    • Javascript

  • COMPUTING

    • Apache Spark
    • Hadoop (HDFS / MapReduce)

  • DATASTORE

    • MongoDB
    • Cassandra
    • MySQL / MariaDB
    • Oracle

  • MACHINE LEARNING

    • scikit-learn
    • H2O
    • keras

Languages

  • English Fluent

  • German Fluent

  • French Native Speaker