Pierre-michel Danton

Data Scientist

London, England, United Kingdom
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Summary

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Senior
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Top School
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.
code8 years of coding experience
job5 years of employment as a software developer
bookMaster'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
bookStatistics, Actuarial Science, Statistics, Actuarial Science at Institut de Statistique de l'Université de Paris - ISUP
languagesFrench, English
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Github Skills (4)

webapp5
flask5
keras4
tensorflow3

Programming languages (1)

HTML

Github contributions (5)

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pmdanton/lemurnet-webapp

Oct 2018 - Nov 2021

A simple Flask webapp to deploy LemurNet with TensorFlow.js
Contributions:45 commits, 3 PRs, 46 pushes in 3 years 1 month
flasktensorflowtensorflow-jskerasflask-webapp
pmdanton/corriges_lycee_cpge

Dec 2022 - Aug 2023

Contributions:37 pushes, 562 issues in 8 months
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Pierre-michel Danton - Data Scientist