Guilherme Santa Cruz is a Data Scientist based in Paris with nine years of experience applying quantitative and machine learning methods to financial markets and scientific problems. Currently at Capital Fund Management, he researches and implements stochastic filtering and alpha-generation strategies, and is deepening his expertise in risk assessment and portfolio construction to marry signal discovery with robust deployment. His background spans algorithmic trading internships and bioinformatics research, where a statistical model he developed reduced candidate proteins for cancer phenotypes by 100x—an example of his knack for turning complex data into concise, actionable insight. Fluent in Python and versed in time series, Monte Carlo methods, and stochastic processes, he blends academic rigor from multiple MSc programs with hands-on quant experience to build explainable, high-frequency-ready models.
9 years of coding experience
2 years of employment as a software developer
MSc Data Science, MSc Data Science at EIT Digital Master School
MSc Data Science | EIT Digital Double Degree, Artificial Intelligence, MSc Data Science | EIT Digital Double Degree, Artificial Intelligence at Université Paris-Saclay
Exchange Program, Informatic Systems, Exchange Program, Informatic Systems at Polytech Nice Sophia
Master's degree, Data Science, Master's degree, Data Science at Aalto University
Bachelor of Science - BS, Computer Engineering, Bachelor of Science - BS, Computer Engineering at Centro de Informática UFPE
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