Open Infrastructure for Portfolio Optimization

Co-Founder

Author of skfolio with a background in QIS, fund derivatives and structured products. He brings experience from established financial institutions, including Société Générale, where he developed systematic strategies, QIS platforms and trading pipelines. His work bridges open source development with institutional practices in portfolio optimization and risk management.

Co-Founder

Experienced in building and managing trading desks at investment banks and specialist structured-product issuers. He has led QIS, fund derivatives and AMC trading teams, overseeing the design of systematic strategies and risk platforms, with direct implementation in institutional trading environments.

Research engineer with a focus on machine learning and applied mathematics. He is active in open source development (scikit-learn, skrub, hazardous), co-founded Probabl and is currently developing LLMs at Mistral AI, advancing applied methods within the data science and AI industry.

Quantitative researcher and entrepreneur with numerous publications spanning academic research and applied finance. Previously co-founder of CrunchDAO, he led its work in financial machine learning partnering with ADIA Lab. He is currently CEO of Orion Finance.

Statistical physicist with publications in leading journals across computational neuroscience and quantitative finance including ICAIF, Phys. Rev. E, NeuroImage and COLM. Reviewer for ICAIF, Entropy and Nature Communications. His research on networks and fMRI analysis has evolved into work on high-dimensional correlation and risk modeling, now applied to portfolio optimization and AI.