CV

EDUCATION

Tokyo-Institute東京工業大学 / Tokyo Institute of Technology (2015-2018)

Doctoral program, Computational Intelligence and Systems Science

Thesis Subject: Inter-Connection in Market Dynamics in Foreign Currency Market

 Tokyo-Institute東京工業大学 / Tokyo Institute of Technology (2013-2015)

Master program, Computational Intelligence and Systems Science

Essay Subject: Cancellation Orders and Market Price Movement in Foreign Currency Market

ULavalLaval University (2011-2012)

Master of Business Administration (MBA), Finance

Essay Subject: VPIN Toxicity Method and Algorithmic Trading Positions and Performances

  • Rotman International Trading Competition (2012, 2013)
  • University Trading Challenge (2012)

ULaval Laval University (2009-2011)

Bachelor of Business Administration (BBA), Finance

Kaisai-Gaidai関西外国語大学 / Kansai Gaidai University (2010)

Asian Study Program, Studying Abroad

EXPERIENCE

SonySony (2014-Present, Part-Time)

Research Assistant

  • Review financial literacy
  • Use methodology of physics and apply it on financial tick data
  • Assist my supervisor in his researches

ARBARB Group (2013, Full Time, 9 months)

Option Trader

  • Trade E-mini S&P500 options using volatility arbitrage techniques
  • Use C++ to make algorithmic strategies
  • Portfolio risk management (greeks letter, tail risk)

ULavalLaval University (2011-2012, Part-Time, 16 months)

Trading Rooms Assistant

  • Give formation about how to use financial tools (Bloomberg, Capital IQ, etc.)
  • Assist professor in their course
  • Improve practical homework for undergraduate courses

ULavalLaval University (2010-2012, Part-Time, 32 months)

Teacher Assistant in Administration

  • Accounting I
  • Financial Statements Management

CapitalLa Capitale (2010-2011, Full Time, 8 months)

Financial Analyst – Technician

  • Give my opinion about financial statement and balance sheets
  • Update financial program already in place (VBA and Excel program)
  • Assist management team in organizational decisions

Info-OpportunitesInfo-Opportunités (2009-2010, Part-Time, 16 months)

Accounting

  • Perform all accounting transactions of a regular business
  • Advise managers on the guidelines of the company

CERTIFICATIONS & SKILLS

  • Passed all three levels of the CFA Program (2014)
  • Pass Exam Level I of the Chartered Market Technician (CMT)
  • Computer Skills: C/C++, Linux, Shell Language, VBA
  • Financial Software: Bloomberg, Capital IQ, Reuters, Matlab, R

SCHOLARSHIPS

  • Ishinomori Scholarship (application under revision – 2017-2018)
  • Otsuka Toshimi Scholarship (2016-2017)
  • Japan Student Services Organization (2013-2016)
  • Tuition Exemption Tokyo Institute of Technology (2013-2016)
  • Bourse relève Desjardins (2014)
  • Bourse Jean Turmel, Rotman Competition (2012,2013)
  • Bourse Jean Turmel, University Trading Challenge (2012)

CONFERENCES

  • The Physical Society of Japan (JPS) – Autumn Meeting (Iwate University, Japan – Sep. 21-24, 2017)
    • Presentation (# 21aJ16-3): Hazard Function of Market Events in Foreign Currency Market
  • EBS Meeting (National Graduate Institute for Policy Studies, Japan – September 8, 2017)
    • Presentation: Numerical Simulation to Reproduce the Order Book Distribution in EBS Market
  • Econophysics Colloquium 2017 (Warsaw, Poland – July 7, 2017)
    • Presentation (# 32405): Causal Inference of Market Event Rates in Foreign Currency Market
  • The Physical Society of Japan (JPS) – 71th Annual Meeting (Osaka University, Japan – March 20, 2017)
    • Presentation (# 20aB13-3): Scaling relation between cancellation and submission rates in foreign currency market
  • EBS Meeting (National Graduate Institute for Policy Studies, Japan – October 13, 2016)
    • Presentation: Relation between injection and cancellation rates for multi-currency pairs in EBS Market
  • Complex Systems Society (Beurs Van Berlage, Netherlands – Sep. 19-22, 2016)
    • Presentation (#238): Circadian Rhythm of Cancellation Rates in Foreign Currency Market
  • The Physical Society of Japan (JPS) – Autumn Meeting (Miyazaki University, Japan – Sep. 13-16, 2016)
    • Presentation (15aAK-10): Dependency of Cancellation Rate to Market Conditions in Foreign Exchange Market
  • Asia-Pacific Econophysics (The University of Tokyo, Japan – Aug. 24-26, 2016)
    • Poster Session (#P-15): Annihilation Rate of Limit Orders in Foreign Exchange Market
  • EBS Meeting (National Graduate Institute for Policy Studies, Japan – August 4, 2016)
    • Presentation: Dependency of Submission and Cancellation Rates in Foreign Currency Market
  • EBS Meeting (National Graduate Institute for Policy Studies, Japan – June 17, 2016)
    • Presentation: Replication of Cancellation Rate using First-Passage Time Theory in Foreign Exchange Market
  • Kawaguchiko Joint Seminar (Kawaguchiko, Japan – May 28-29, 2016)
    • Presentation: Cancellation Rate of Limit Orders in Foreign Currency Market
  • The Physical Society of Japan (JPS) – Spring Meeting (Tohoku Gakuin University, Japan – Mar. 19-22, 2016)
    • Presentation: Application of First-Passage Time Theory to replicate Cancellation Orders in Foreign Currency Market
  • The Physical Society of Japan (JPS) – Autumn Meeting (Osaka City University, Japan – Sep. 16-19, 2015)
    • Presentation: Cancellation Orders in Foreign Currency Market
  • Econophysics Colloquium (Prague, Czech Republic – Sep. 14-16, 2015)
    • Presentation: Orders Annihilation and Market Price Movement in Foreign Currency Market
  • The Physical Society of Japan (JPS) – 70th Annual Meeting (Waseda University – Mar. 21-24, 2015)
    • Presentation (# 24aAK-5): Relation between Cancellation Orders and Market Price Movement in Foreign Currency Market
  • Econophysics Colloquium (Kobe, Japan – Nov. 4-6, 2014)
    • Poster Session: Comparison of Distribution of Execution and Cancellation Times in Currency Market
  • The Physical Society of Japan (JPS) – Autumn Meeting (Chubu University – Sep. 7-10, 2014)
    • Presentation (# 9aAP-4): Power Law Relation between Execution and Cancellation Times in Currency Market

PUBLICATIONS

  • Injection and Cancellation Rates of Limit Orders in Foreign Currency Market
    • Working Paper (2017).
  • Replication of Cancellation Orders using First-Passage Time Theory in Foreign Currency Market
    • Proceedings of the Asia-Pacific Econophysics Conference 2016 (JPS Conference Proceedings, 2016) 011014.
  • Execution and Cancellation Lifetimes in Foreign Currency Market
    • Proccedings of the International Conference on Social Modeling and Simulation, plus Econophysics Colloquim 2014, edited by H. Takayasu, N. Ito, I. Noda, and M. Takayasu (Springer Proceedings in Complexity, 2015) p. 27.