Jonathan Berthias

Quantitative Developer

Oslo, Switzerland
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Summary

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Rockstar
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Top School
Jonathan 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.
code9 years of coding experience
job3 years of employment as a software developer
bookMaster 2, Probabilités et Finance « El Karoui », Mention Bien, Master 2, Probabilités et Finance « El Karoui », Mention Bien at Sorbonne Université
bookMagistère Economiste-Statisticien, Statistiques, Simulations stochastiques, Informatique (Python), Magistère Economiste-Statisticien, Statistiques, Simulations stochastiques, Informatique (Python) at Université Paul Sabatier Toulouse III
bookMaster, Mathématiques appliquées, Parcours Mathématiques Approfondies, Mention TB, Master, Mathématiques appliquées, Parcours Mathématiques Approfondies, Mention TB at Université Paris Dauphine
bookMathematics and Economics double degree, Statistics, Mathematics and Probabilities, Mathematics and Economics double degree, Statistics, Mathematics and Probabilities at Toulouse School of Economics
languagesEnglish, German, French
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Github Skills (91)

programming-language10
github10
package-management10
python10
cvxpy10
http10
deserialization10
automation10
asgi10
cython10
linter10
numerical-optimization10
optimization10
async10
convex-optimization10

Programming languages (8)

TypeScriptDockerfileC++ShellRustCCythonPython

Github contributions (5)

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Translate CVXPY problems into Gurobi or SCIP models
Contributions:5 releases, 28 reviews, 239 PRs in 2 years 5 months
cvxpygurobimathematical-programmingoptimizationscip
Contributions:1 PR, 2 pushes, 2 branches in 1 year 11 months
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