Selim Amrouni - Member at Citadel

Selim Amrouni

Member at Citadel

New York, New York, United States

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Summary

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Selim Amrouni is a quantitative trader and AI researcher with 8 years of experience bridging energy markets, machine learning, and production trading systems. He currently trades FTRs across PJM, MISO, and SPP at Citadel while participating in South Park Commons, drawing on prior JPMorgan AI Research work in multi-agent simulation, RL, and NLP for equity markets. Trained in operations research, electrical engineering, and energy economics (Columbia, CentraleSupélec, IFP School), he combines rigorous modeling with hands-on product delivery—previously building a hospital capacity forecasting product and leading economic modeling for international energy tenders. Comfortable moving between research and execution, he has founded and scaled initiatives early in his career and brings a practical, data-driven approach to market microstructure and AI. Notably, his background blends academic teaching of deep learning with direct market-making experience, enabling rapid prototyping of ML approaches under live trading constraints.

8 years of coding experience

7 years of employment as a software developer

Diplôme d'ingénieur, Double major in Electrical Engineering and Applied Mathematics., Diplôme d'ingénieur, Double major in Electrical Engineering and Applied Mathematics. at CentraleSupélec

Master of Science - MS, Energy Economics, Master of Science - MS, Energy Economics at IFP School

Preparatory class for national entrance exams, MPSI/PSI*, Preparatory class for national entrance exams, MPSI/PSI* at Lycée Michel de Montaigne

Master of Science - MS, Operations Research, Master of Science - MS, Operations Research at Columbia University

French, Spanish

Stackoverflow

Stats

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0reached

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Github Skills (6)

discrete-event-simulation8

agent-based-modeling7

simulation6

simulation-framework6

agent-based-simulation6

agent5

Programming languages (2)

Jupyter NotebookPython

Github contributions (5)

selimamrouni/spooky-authors-identification

Jun 2018 - Jul 2018

Contributions:23 commits, 21 pushes, 1 branch in 23 days

selimamrouni/Deep-Portfolio-Management-Reinforcement-Learning

Jul 2018 - Feb 2022

Contributions:1 release, 30 commits, 26 pushes in 3 years 7 months

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