Aymeric Duport
Quantitative Trader
Nogent-sur-Marne, Île-de-France, France
Summary
👤
Senior🎓
Top SchoolAymeric Duport is a quantitative trader and developer with nearly a decade of experience building systematic trading systems and research platforms for futures and multi-asset strategies. At Nerthus Finance he architected end-to-end solutions—from ML-driven signal discovery and MySQL/PostgreSQL tick services to FIX-based execution—delivering a live government bond futures track record with 22% annualized returns and Sharpe above 2. Previously at EG Systems he designed massively parallelized research tooling and maintained tick databases used for volatility and statistical-arbitrage strategies. He combines strong software engineering (C#, Python, R, F#) with rigorous academic training in quantitative finance, enabling rapid prototype-to-production workflows. An uncommon strength is his hands-on experience across the full stack of quant infrastructure, from low-latency execution engines to large-scale backtesting and robustness testing.
9 years of coding experience
3 years of employment as a software developer
Master 104 (MSc research), Finance, Quantitative Finance, Master 104 (MSc research), Finance, Quantitative Finance at Université Paris DauphineEngineer's degree, Master's degree, Finance, Information Technology, Engineer's degree, Master's degree, Finance, Information Technology at EFREI - Ecole Française d'Electronique et d'Informatique
French, English
Github Skills (3)
maths7
csharp5
math4
Github contributions (3)
aymericdup/Tools
Jun 2016 - Jan 2018
Contributions:5 pushes, 1 branch in 1 year 7 months
lhazoume/Euclid
Sep 2018 - Jan 2023
Contributions:43 commits, 65 pushes, 3 branches in 4 years 4 months
mathcsharpmaths
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