Marc Wouts
Senior Quantitative Researcher
London, England, United Kingdom
Summary
🤩
Rockstar🎓
Top SchoolMarc Wouts is a Senior Quantitative Researcher based in London with a PhD in Probability Theory and over eight years of industry experience building and productionizing quantitative strategies and optimal trading algorithms. He has held research leadership roles at Capital Fund Management and now at The Tudor Group, combining deep theoretical expertise (Itô prize winner) with hands-on production responsibility for futures and execution systems. A seasoned programmer in C++, Python and R, he contributes to prominent open-source tooling for notebook workflows (notably Jupytext and Papermill), improving CLI, IO and metadata handling to streamline reproducible research pipelines. Comfortable moving between academic teaching and high-frequency trading environments, he brings a rare blend of rigorous stochastic analysis, practical engineering, and DevOps-minded delivery.
8 years of coding experience
11 years of employment as a software developer
Mathématiques et Physique, Mathématiques et Physique at Lycée et CPGE JoffreDoctorat, Mathématiques, Doctorat, Mathématiques at Université Denis Diderot (Paris VII)DEA, Probabilités et Statistiques, DEA, Probabilités et Statistiques at Université Paris Sud (Paris XI)Magistère de Mathématiques Fondamentales et Appliquées, Magistère de Mathématiques Fondamentales et Appliquées at École Normale Supérieure rue d'Ulm
English, Spanish
Stackoverflow
697reputation
255kreached
11answers
1question
Github Skills (20)
notebook10
python10
jupyter10
testing10
command-line-interface10
pipeline10
command-line10
cli10
refactor9
refactoring9
docker8
dockers8
metadata7
version-control6
jupyter-notebook6
Programming languages (14)
Github contributions (5)
mwouts/jupytext
Jun 2018 - Jan 2023
Jupyter Notebooks as Markdown Documents, Julia, Python or R scripts
Role in this project:
Back-end Developer
Back-end DeveloperContributions:139 releases, 115 reviews, 2201 commits in 4 years 7 months
Contributions summary:Marc primarily contributed to improving the command-line interface (CLI) for the Jupytext project by streamlining functionalities. Their work included refactoring code, and updating the test suite to ensure compatibility and enhance the user experience. Additionally, they added features like a new option to include metadata in the text file and implemented code to address issues within the project.
pythonjupyterlab-extensionjupyter-notebookhydrogenmarkdown
nteract/papermill
May 2019 - Sep 2019
📚 Parameterize, execute, and analyze notebooks
Role in this project:Back-end Developer & DevOps Engineer
Back-end Developer & DevOps EngineerContributions:7 commits, 2 PRs, 21 comments in 3 months
Contributions summary:Marc's contributions primarily focus on improving the command-line interface (CLI) and input/output functionality of the papermill library. They implemented features to handle reading and writing notebooks from standard input/output, including when pipes are detected. The user also added a new CLI option for requesting notebook saves after each cell execution and refactored the CLI to require input and output notebook paths based on pipe availability. These changes directly improved the library's usability and integration capabilities, specifically with regards to its CLI functionality.
nteractpublishingpythonpipelinedata-science
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