Claude Cochet
XVA And Architecture Quant at BNP Paribas
London, England, United Kingdom
Summary
👤
Senior🎓
Top SchoolClaude Cochet is a senior quantitative researcher and architect with 12 years' experience designing XVA frameworks and converging analytics libraries for major banking desks at BNP Paribas. Based in London, he combines deep applied mathematics (Masters from Paris institutions) with hands‑on software engineering in C++, Python and front‑end JavaScript, having improved pricing engines, distributed grids and real‑time trading signals. He has led and grown quant teams across Lisbon and London, delivered regulatory and pricing infrastructure projects, and driven practical innovations such as effective boundary methods for American options and delta stability techniques in multi-asset Monte Carlo. An active contributor to open‑source UI tooling, he has enhanced document-merge UX with keyboard shortcuts, auto-scrolling and drag‑and‑drop features, showing a rare blend of low-latency quantitative modeling and user-focused software craftsmanship.
12 years of coding experience
5 years of employment as a software developer
Master of Engineering - MEng, Applied Mathematics, Master of Engineering - MEng, Applied Mathematics at École des Ponts ParisTechMaster, Probability and Finance, Master, Probability and Finance at Université Pierre et Marie Curie (Paris VI)Master of Engineering - MEng, Computer Science, Dynamic System Control, Master of Engineering - MEng, Computer Science, Dynamic System Control at MINES ParisTech
English, French
Github Skills (8)
diff-tool10
difference10
javascript10
unified-diffs10
codemirror10
html9
css9
fest5
Programming languages (4)
Github contributions (5)
wickedest/Mergely
Aug 2014 - Aug 2014
Merge and diff documents online
Role in this project:
Front-end Developer
Front-end DeveloperContributions:8 commits in 1 day
Contributions summary:Claude primarily focused on enhancing the user interface and interactive features of the "Mergely" application. Their contributions included implementing keyboard shortcuts for navigating and merging differences within the document comparison interface. They added features such as auto-scrolling to ensure the currently selected difference is always visible and integrated drag-and-drop functionality. The user also addressed code formatting and added code for visual enhancements like the active difference highlighting.
mergediff
kljh/webapp
Jun 2017 - Feb 2021
Contributions:136 pushes, 1 branch in 3 years 8 months
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