Mercier Jean-marc
Research Advisor at MPG Partners
Paris, Ile-de-France
Summary
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Senior🎓
Top SchoolMercier Jean-marc is an applied mathematics researcher and research advisor based in Paris with over 11 years of experience translating advanced mathematical theory into practical finance applications. He has led R&D and consultancy projects across investment banking, CVA/risk systems, and multi-asset pricing, and founded CRIMERE to pursue cross-disciplinary work in high-dimensional PDEs, price-formation models, and systemic risk. Comfortable at the intersection of theory and production, he develops fast calibration and information-system techniques for long-term data reusability and traceability. His work uniquely emphasizes geometric and transport-based approaches to overcome the curse of dimensionality, bringing novel numeric methods from academia directly into industry-grade valuation and counterparty-risk tools.
11 years of coding experience
18 years of employment as a software developer
Ph-D, Applied Mathematics, Ph-D, Applied Mathematics at Université de Bordeaux
Github Skills (6)
r-package7
interoperability5
cffi4
r4
python4
data-science3
Programming languages (1)
Github contributions (5)
JohnLeM/codpy_alpha
Jan 2022 - Oct 2022
Contributions:18 commits, 1 push, 8 comments in 9 months
codpy2020/codpy
Oct 2024 - Mar 2025
Contributions:37 pushes in 5 months
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