Jérémy L'hour
Head Of Volatility Arbitrage Alpha Research
Paris, Ile-de-France
Summary
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Senior🎓
Top SchoolJérémy L'hour is Head of Volatility Arbitrage Alpha Research at Capital Fund Management with a decade of quantitative research and econometrics experience, combining a PhD from Université Paris-Saclay and formal training at ENSAE and Paris School of Economics. He progressed rapidly through CFM from Research Associate to Research VP before leading the volatility arbitrage team, applying machine learning to financial econometrics—authoring "Machine learning for Econometrics." Prior roles as a data scientist at INSEE, lecturer at ENSAE and École Polytechnique, and a visiting fellowship at Harvard reflect a strong blend of academic rigor and practical implementation. Based in Paris, he focuses on translating advanced statistical methods into tradable alpha, with a penchant for bridging rigorous theory and production research workflows. An understated strength is his sustained commitment to educating others, evidenced by long-term teaching roles alongside industry research.
10 years of coding experience
5 years of employment as a software developer
Doctor of Philosophy (PhD), Doctor of Philosophy (PhD) at Université Paris-SaclayMaster of Science (MS), Master of Science (MS) at Ecole normale supérieure de CachanMaster of Science (MS), Master of Science (MS) at Paris School of EconomicsMaster of Science (MS), Master of Science (MS) at ENSAE ParisPrépa HEC, Prépa HEC at Lycée de Kerichen
Github Skills (32)
speech9
nlp8
multiclass-classification8
datasets8
evaluation7
synthetic7
natural-language-processing7
information-theory7
pandas7
computer-vision7
deep-learning6
tensorflow6
machine-learning6
manipulation6
causal-inference6
Programming languages (4)
Github contributions (5)
jeremylhour/LassoFISTA
Feb 2016 - Sep 2021
Contributions:14 pushes in 5 years 7 months
jeremylhour/EconoRandom
Mar 2016 - Oct 2021
Contributions:14 commits, 24 pushes, 1 branch in 5 years 8 months
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