Mamadou Ly is an actuarial science master's graduate and analytical practitioner with roughly a decade of professional experience blending academic research and industry roles across Ottawa and Montréal. He has served as a teaching assistant and researcher in linear algebra, integral calculus, stochastic processes and portfolio hedging, and has worked on financial models including square root processes and the Heston stochastic volatility model. Mamadou pairs this quantitative foundation with hands-on operational experience as an assistant supervisor at Canadel and short-term projects with Montréal firms to identify real-world problems and build collaborative networks. He is actively pursuing applications of machine learning—especially classification and clustering—in insurance and finance and has attended numerous seminars on applied ML. Resourceful and adaptable, he brings both rigorous mathematical training and practical business exposure, positioning him to translate complex models into deployable solutions for risk and investment challenges.
10 years of coding experience
Master's degree, Actuarial Science, Master's degree, Actuarial Science at Université de Montréal
Contributions:36 PRs, 57 pushes, 14 branches in 1 month
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