Loris Michel
Data Scientist Quant
Lausanne, Vaud, Switzerland
Summary
👤
Senior🎓
Top SchoolLoris Michel is a Data Scientist and Quant with 11 years of experience applying statistics, machine learning and causality to real-world risk and decision problems. He holds a Dr. sc. ETH Zurich in Statistics and has co-founded Effixis, where he led development of an R package (sstModel, now on CRAN) implementing FINMA’s SST market risk framework and a modern validation methodology for risk models. Currently at QuantCo, he combines rigorous academic training with production-focused engineering to build state-of-the-art algorithms for quant finance. He has a strong teaching and research background from ETH Zurich and EPFL, giving him a rare blend of deep theoretical knowledge and practical software design. Colleagues describe him as someone who turns complex probabilistic models into auditable, well-architected code.
11 years of coding experience
4 years of employment as a software developer
Maturité, Physics and applied Mathematics, Maturité, Physics and applied Mathematics at Gymnase de ChamblandesBachelor of Science (BSc), Mathematics, Bachelor of Science (BSc), Mathematics at Ecole polytechnique fédérale de LausanneDoctor of Sciences (Dr. sc. ETH Zurich), Statistics, Doctor of Sciences (Dr. sc. ETH Zurich), Statistics at ETH Zürich
French, English, Italian, German
Github Skills (28)
sports-data10
reinforcement-learning9
gymnasium9
data-storage9
quantile-regression9
q-learning9
quantile8
machine-learning8
r-package8
portable7
causal-inference7
mxnet7
statistics7
deep-learning7
julia7
Programming languages (3)
Github contributions (5)
lorismichel/HPLB
Jun 2019 - Jun 2020
Contributions:250 commits, 14 pushes in 1 year
lorismichel/drf
Dec 2019 - Apr 2022
Distributional Random Forests (Cevid et al., 2020)
Contributions:172 commits, 7 PRs, 105 pushes in 2 years 4 months
forestsmachine-learningrandom-forests
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