Thibaut
Dufour

Leading the Quantitative & IT Development team, to ensure the proper functioning and effective development of business applications as well as the accuracy and reliability of data:

• Collaboration with all business units to understand their needs and translate them into technical requirements (Front/Middle/Financial Control/Risk/Compliance)
• Provide line management of the development team (organization, prioritization, guidance, and skills development)
• Own the application roadmap and arbitrate priorities
• Act as both a technical and functional reference for the team's developers
• Defined and structured the enterprise AI strategy, driving the adoption of AI tools with a strong focus on data governance, security, and regulatory compliance
• Led the integration of AI into development and business workflows including training programs, use-case identification, and tooling rollout

Developing various tools and models for both equity and private debt funds (infrastructure/public sector), including:

• Front office tools in order to follow and manage funds financial models, trades & PnL
• Solvency Capital Requirement (SCR), Greeks and other various metrics computation
• Middle office tools for funds valuation, subscription/buyout management
• Regulatory and Risks tools, allowing to follow regulatory and internal risks limits
• Back office tools such as trade booking automation, fees calculation or Ampere reporting
• Process automation

Improving the back-office tools, including their data analysis.

A month of technical documentation translation (French to English) intended for Chinese joint venture company.

Preparatory cycle in engineering

Scientific subjects, equivalent to British ‘A’ Levels or American High School Diploma.

Online courses regarding Large Language Models and their application in finance. Courses focused on fine-tuning, prompt engineering, tokenization and embedding, quantization, sharding and RAG. On a more practical note, we learned about LLM evaluation metrics and methods, agents as well as AI safety.

Online courses regarding graph search algorithms, reinforcement learning, machine learning, AI principles, optimization and NLP.

Two days of training covering the fundamental principles of the instruments traded at Rivage Investment.

A two day training on the asset management industry.

Social networks disseminate politically biased content without necessarily, when the personality is not a well-known political figure, providing context or information about the authors’ political orientation. The aim of this project was to train an LLM to detect and label the political color of a message.

The financial crisis in 2008 and 2009 showed the limitation related to the current risk management calculation method. One of the major weakness was the impossibility of measuring high risks, because the VaR (Value at Risk) was not correct for very high risks.

In an attempt to solve this issue, the Basel Committee has published a document in 2012 which recommended a change to the calculation method be implemented in 2016. This document required a change from the VaR calculation to a calculation based on the ES (Expected Shortfall), which is the average of the loss outside the VaR.

You can find our ES calculator and our project report.

The Made In France is a huge issue, but doesn’t have enough visibility. Also, French people are frightened of digital currency, due to several reasons: hard to use, a rate changing too fast…

That is why we have created a new digital currency, that we wanted to be easy and fast to use. Our project has three parts: a website, a mobile app (Android only) and an API to allow web merchant to use the “Franc-Numérique”.

You will find first our project report, and also a video we made to show our project (french only for both, sorry).

The point is, using the ez430 chrons watch, to study the movement done by a table tennis player to make him improving his way of playing.

You will find here the project report (sorry, it’s in french), and here a video that shows part of the game we made through this project.

In charge of the team management and the collaboration with other alumni associations such as Polytech Alumni, or French engineering network. For more intel, please go on our website.

In charge of the management of a twenty people team, the campus student life as well as the school life (ISO-9001 certification).

Organizing with Starting Block a meeting to sensitize people to difficulties occurring during handicapped peoples’ life. Trying a wheelchair, or having a meal without seeing anything were part of many activities that were proposed to the SophiaTech campus’ students.

Our team had to develop a game for visually impaired kids. We chose to create a musical composition game, named Raining Music. Children had first the possibility to choose the musical instruments which one they were going to compose. They then could choose sounds on a grid, which could then be played.

For more information, please take a look at our project’s webpage.