Aurélien Vallée
Quantitative Researcher Director
Milan, Lombardy, Italy
Summary
👤
Senior🎓
Top SchoolAurélien Vallée is a quantitative researcher and engineering leader with 15 years of experience building low-latency, systems-level trading infrastructure and production quantitative strategies. He has driven end-to-end fund technology—from feed handlers and tick storage to execution engines and portfolio construction—helping bootstrap a >$1B AUM systematic fund and later leading intraday and stat-arb trading desks. Deeply experienced in C/C++ and modern Python, he blends OS- and network-level expertise with practical deployment, CI/HPC and mentoring skills, and has delivered performance-critical components for firms from CFM to Microsoft and Criteo. Currently a Director at Qube Research & Technologies, Aurélien favors pragmatic, quantitative approaches to finance and spends free time designing electronics—an indicator of his hardware-to-software fluency that often informs low-latency design choices.
15 years of coding experience
9 years of employment as a software developer
Master 1 Computer Science, Master 1 Computer Science at IFSIC
English, French, c++
Stackoverflow
1,928reputation
785kreached
59answers
33questions
Github Skills (200)
network-tools10
reimplementation10
ansi10
python10
ansi-c10
pandas10
compiler10
rust-lang10
rust10
vfs10
acpi10
aix10
httpd9
ring9
metadata9
Programming languages (11)
Github contributions (5)
NewbiZ/xv6
Apr 2014 - Dec 2020
Reimplementation in ANSI C of Unix v6 + POSIX compliance + VFS + ulibc + ACPI
Contributions:61 commits, 5 PRs, 3 pushes in 6 years 8 months
unixposixvfslinuxhttpd
NewbiZ/sandbox
Dec 2010 - Oct 2020
Just a sandbox for various code snippets
Contributions:23 commits, 1 push in 9 years 11 months
javascriptsandboxsnippets
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