Thibaut Dufour

dufour.thibaut92410@gmail.com

Having initially graduated from a french engineering school with a major in IT and a minor in finance I am now working as an IT and Quantitative Analyst for a fund manager in Paris. The experience gained in working for this company has enabled me to extend my knowledge of the business whilst also improving both my IT and financial skills.

Experience

IT Quant Analyst & Developer

Rivage Investment 🛈
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
Technological stack:
  • Data: SQL Server
  • Programming: Golang, C++, SQL Server (stored procedures)
  • User Interfaces: React (previously Django), Excel/VBA
  • Automation/Scripts: Python
March 2015 - Present

Web Developer internship

Kpsule
Improving the back-office tools, including their data analysis.
July 2014 - August 2014

Technical Translator

PSA - Peugeot Citroën (now Stellantis) 🛈
A month of technical documentation translation (French to English) intended for Chinese joint venture company.
August 2012

Skills

Programming Languages
Web development
Development tools
Languages
  • French (Mother tongue)
  • English (Fluent)
  • Spanish (Basic knowledge)

Education

Polytech Nice-Sophia Antipolis

Master's Degrees in Engineering & computer science, with a one year postgraduate in IT and maths for financial modeling 🛈
IT:
  • Development
  • Database Management
  • Data Analysis
Mathematics for Financial Modeling:
  • Stochastic Probability
  • Optimization
  • Financial Knowledge
September 2012 - September 2015

Polytech Nice-Sophia Antipolis

CIP
Preparatory cycle in engineering (IT/Maths/Electronics/Physics)
September 2010 - June 2012

Lycée Alexandre Dumas

Bacalauréat Scientifique
Scientific subjects, equivalent to British 'A' Levels or American High School Diploma
September 2007 - June 2010

Professional development

CS50's Introduction to Artificial Intelligence with Python

HarvardX (edX) 🛈
Online courses regarding graph search algorithms, reinforcement learning, machine learning, AI principles, optimization and NLP.
September 2022 - September 2023

Financial Mathematics for Interest Rates products

Lefebvre Dalloz 🛈
Two days of training covering the fundamental principles of the instruments traded at Rivage Investment.
September 2022

The asset management industry

AFG Formation 🛈
A two day training on the asset management industry.
October 2019

Research Projects

Graduation Project : VaR & ES

With the cooperation of KPMG
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 Comitee 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.
October 2014 - March 2015

Innovating Project: Franc-Numérique

Currency Made in France
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).
April 2014 - June 2014

Midterm Project

Better to ping-pong thanks to a watch?
The poing 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 show part of the game we made through this project.
January 2014

Community involvment

Polytech Nice Alumni Association

Amicale des Anciens de Polytech Nice-Sophia
In charge of the team management and the colaboration with other alumni association such as Polytech Alumni, or French engineering network. For more intel, please go on our website
May 2017 - October 2019

Vice president of the student union

BDE Polytech Nice-Sophia Antipolis
In charge of the management of a twenty people team, the campus student life as well as the school life (ISO-9001 certification).
April 2014 - April 2015

Handivalides

Organizing with Starting Block a meeting to sensibilize people to difficulties occuring during handicaped peoples' life.
Trying a wheelchair, or having a meal without seeing anything were part of many activities that were proposed to the SophiaTech campus' student.
2013

Raining Music

Game for visually impaired kids
Our team had to develop a game for visually impaired kids. We choose 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 plaid.
For more informations, please take a look at our project's webpage.
2013

Miscellaneous

  • Pianist (10 years in conservatory, and yes I do have a piano in my bedroom)
  • Practiced various martial arts (judo/karaté/muay thaÏ) as well as collective sports (handball/volley ball)
  • Over the past few years I have traveled in Colombia, Malaysia, Thailand and most of Europe
  • As a side project, I am working on a website and an app, Kairos, whose point is to enlighten some historic character and events (french only)