Summary
Cyril Garcia is a quantitative researcher and medium-frequency trader with 11 years of experience building stat-arb and automated trading systems across equities and crypto. He has progressed from trading strat internships at Goldman and BlackRock to multi-year roles at Cubist and now Quadrature, applying machine learning and parallel programming to mid-frequency market-making and derivatives strategies. Trained in rigorous mathematics and statistics at ENSAE and Princeton (Quantitative Finance), he blends theoretical depth with production-grade engineering. Notably, his work spans both equity electronic market making and crypto derivatives, demonstrating an ability to translate academic models into low-latency, scalable trading infrastructure.
11 years of coding experience
Master's degree, Quantitative Finance, Master's degree, Quantitative Finance at Princeton University
Licentiate degree, Mathematics, Licentiate degree, Mathematics at Lycée Sainte-Geneviève
Master's degree, Mathematics and Statistics, Master's degree, Mathematics and Statistics at ENSAE - Institut Polytechnique
French, English