Summary
Maxence Coupet is a quantitative strategist and financial engineer with nine years of experience building and implementing structured solutions for institutional clients, now serving as VP on Morgan Stanley's QIS Strats team. Trained in financial mathematics and engineering (ESILV) with a Master’s in ISIFAR, he blends rigorous quantitative modeling with production-oriented coding to translate research into tradable strategies. His career spans hands-on roles from internships at Leonteq and BNP Paribas AM to engineering positions at Anova Partners and a multi-year run as an associate before his current VP role, giving him deep exposure to pricing, risk and algorithmic trading workflows. Comfortable across Python-driven analytics and enterprise quant platforms, he pairs an academic double-diploma background with practical delivery in high-pressure markets. An understated strength is his early and consistent movement between research and production, which helps him bridge theoretical models and deployable trading solutions.
9 years of coding experience
6 years of employment as a software developer
Finance, Finance at Université Laval
Engineer's degree, Financial Mathematics, Engineer's degree, Financial Mathematics at ESILV - Ecole Supérieure d'Ingénieurs Léonard de Vinci
Double diploma, Master 2 ISIFAR, Double diploma, Master 2 ISIFAR at Université Paris Diderot