Toronto, CANADA / Tokyo, JAPAN
+1 647-303-5547


Professional website about Algorithmic Trading and Market Microstructure

I am working at Scotiabank (Toronto) as a senior algorithmic trading developer where I produce new algorithmic market-making systems for ETF products (equity, fixed-income, preferred shares) using C++. On a day-to-day basis, I am working closely with equity traders to program their trading strategies and pricing/hedging methodologies in the systems.

Before joining Scotia, I worked for BlackRock (Tokyo) as a risk quantitative analyst where I was responsible for providing quantitative analysis of portfolios (equity, fixed income, and multi-asset) to support the portfolio management teams in their asset allocation tasks.

In 2018, I obtained my Ph.D. in Computational Intelligence and Systems Science at 東京工業大学 / Tokyo Institute of Technology and my thesis focused on the market microstructure of injected and annihilated orders in the foreign exchange market.

While working on my Ph.D. thesis, I completed two projects in collaboration with a proprietary trading firm (ARB Group) to conduct alpha research, develop algo trading systems, and analyze empirical scaling relation between the volatility smile and market conditions. In parallel, I worked at the Computer Science Laboratory of Sony as a part-timer to Conduct theoretical research on order-flows for a large intraday tick dataset on the FOREX.  

Native from the province of Quebec (Canada), I completed my undergraduate and MBA programs in Finance at Laval University, and wrote an essay titled “VPIN Toxicity Method and Algorithmic Trading Positions and Performances”. In 2014, I completed the Chartered Financial Analyst (CFA) program. 

Professional Goals:

Since the beginning of my career path in Finance (2013), I aim to combine my knowledge in Quantitative Finance and Computer Science for developing trading algorithms based on proprietary quantitative research. During the past years, I developed my professional expertise in quantitative risk management, trading, market-microstructure research, C++ coding, and implementation of algorithmic trading systems. My career goal is to become a well-rounded algorithmic trading developer to create, design, and implement automated trading strategies in a high-frequency environment.

Do not hesitate to contact me for any inquiry. All communications can be done in English, French or Japanese.