Edouard Berthe
Quantitative Strategist
London, England, United Kingdom
Summary
👤
Senior🎓
Top SchoolEdouard Berthe is a quantitative strategist based in London with 11 years’ experience building and productionising pricing models and trading tools for banks and hedge funds. He combines an engineering background from CentraleSupélec and a Master’s in Financial Mathematics with hands-on expertise in cross-asset Monte Carlo engines, stochastic rate models and hybrid implied-volatility calibration. At Société Générale he delivered model implementations, high-dimensional calibration routines and Python risk/visualisation libraries; he now applies that toolbox to proprietary strategies at Eisler Capital. Comfortable across data engineering, numerical methods and software delivery, he has also led student projects on interpolation, PDEs and machine-learning regressions for option pricing. Beyond finance, his early work spans web apps, automated backtesting systems and even on-the-ground operational leadership as a rowing club president, reflecting a pragmatic, end-to-end approach to solving complex quantitative problems.
11 years of coding experience
9 years of employment as a software developer
MPSI & MP* (Maths-Physique), MPSI & MP* (Maths-Physique) at Classes Préparatoires aux Grandes Écoles - Lycée Blaise-PascalEngineer's degree Engineering, Engineer's degree Engineering at CentraleSupélecMaster's degree Financial Mathematics, Master's degree Financial Mathematics at The University of QueenslandBaccalauréat Filière Scientifique Spécialité Mathématiques, Baccalauréat Filière Scientifique Spécialité Mathématiques at Lycée Blaise-Pascal
Stackoverflow
1,424reputation
191kreached
11answers
20questions
qt
top-5%
Github Skills (186)
approximate10
gtk10
semantic-ui10
pagination10
bitrix10
bulma10
multiple-machines10
jinja210
foundation10
checkbox10
bootstrapping10
materialize10
bootstrap10
manager10
datatables10
Programming languages (10)
Github contributions (5)
edouardberthe/adp-portfolio-selection
Apr 2017 - Apr 2021
Approximate Dynamic Programming for Portfolio Selection Problem
Contributions:2 reviews, 19 commits, 3 PRs in 4 years 1 month
pythonfor-portfolioapproximate-dynamic-programmingportfolio-optimizationstochastic-dynamic-programming
edouardberthe/Project-Euler
Aug 2017 - Mar 2023
Contributions:1 push, 1 branch in 5 years 7 months
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