Jonathan Berthias
Quantitative Developer
Lausanne Metropolitan Area Switzerland
Summary
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Rockstar🎓
Top SchoolJonathan Berthias is a quantitative developer with nine years of experience building optimization-focused trading and developer tools, currently contributing to Edgelab from Lausanne. His background blends applied mathematics and probability from top French programs with hands-on market microstructure work rebuilding order books for French equities and estimating spreads and volatility. He has held quantitative developer roles at Bank of America Merrill Lynch and startups, and earlier contributed production Python/C++ code and Cython optimizations in both research and product settings. Jonathan pairs a strong academic foundation in stochastic simulation and finance with practical engineering—often preferring performant, reusable modules that speed development cycles. Not obviously stated: his career shows a pattern of bridging research-grade data processing with production engineering, making him effective at turning complex quantitative models into reliable software.
9 years of coding experience
3 years of employment as a software developer
Master 2, Probabilités et Finance « El Karoui », Mention Bien, Master 2, Probabilités et Finance « El Karoui », Mention Bien at Sorbonne UniversitéMagistère Economiste-Statisticien, Statistiques, Simulations stochastiques, Informatique (Python), Magistère Economiste-Statisticien, Statistiques, Simulations stochastiques, Informatique (Python) at Université Paul Sabatier Toulouse IIIMaster, Mathématiques appliquées, Parcours Mathématiques Approfondies, Mention TB, Master, Mathématiques appliquées, Parcours Mathématiques Approfondies, Mention TB at Université Paris DauphineMathematics and Economics double degree, Statistics, Mathematics and Probabilities, Mathematics and Economics double degree, Statistics, Mathematics and Probabilities at Toulouse School of Economics
English, German, French
Github Skills (114)
programming-language10
github10
package-management10
python10
cvxpy10
http10
fits10
deserialization10
numerics10
asgi10
linter10
numerical-optimization10
embedded10
optimization10
static-analysis10
Programming languages (7)
Github contributions (5)
jonathanberthias/cvxpy-gurobi
Feb 2024 - Mar 2025
Translate CVXPY problems into Gurobi models
Contributions:5 releases, 6 reviews, 147 PRs in 1 year 1 month
cvxpygurobimathematical-programmingoptimization
OpheliaMiralles/pykelihood
Nov 2020 - Nov 2022
package useful for likelihood-based inference
Contributions:1 release, 77 commits, 7 PRs in 2 years
statisticsprofilingsimulation-modelinginferenceprobabilistic-programming
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