Pierre-michel Danton is a data scientist in London with eight years of quantitative experience blending mathematical finance, risk-model validation and machine learning at institutions including Standard Chartered and Goldman Sachs. Trained at ISUP and Sorbonne in statistics and mathematical finance, he has deep expertise in CVA, XVA and counterparty credit risk and a track record of building robust numerical models for regulated front- and middle-office use. He transitioned from stochastic derivatives modeling to applied ML and MLOps, convinced that modern AI is reshaping finance as profoundly as martingale pricing once did. Known for bridging technical and non-technical teams, he delivers practical, auditable solutions across IR and FX products while keeping an open mind to innovative methodologies. Off the desk he’s an AI enthusiast who bakes his own baguettes and reportedly has a soft spot for lemurs, a hint of his curious, hands-on personality.
8 years of coding experience
5 years of employment as a software developer
Master's degree in Probability and Finance (DEA El Karoui), mathematical finance, Mention assez bien (with honours), Master's degree in Probability and Finance (DEA El Karoui), mathematical finance, Mention assez bien (with honours) at Sorbonne Université
Statistics, Actuarial Science, Statistics, Actuarial Science at Institut de Statistique de l'Université de Paris - ISUP
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