Summary
Stefan Duprey is a Senior Data Scientist with 12 years of hands-on experience turning advanced mathematical modeling and AI into business value across finance, crypto and DeFi. He blends a PhD-level background in applied mathematics and physics with practical expertise in quantitative finance, having built trading systems, risk dashboards and on-chain asset management frameworks. At SwissBorg he designs hybrid CeFi/DeFi strategies and backtests complex primitives (LP, options, futures, carry) while at Blue LLama he consults and teaches applied ML and visualization. His earlier roles span enterprise risk model review at EY, NLP-driven market research at RavenPack, and engineering work on portfolio optimization at The MathWorks, demonstrating depth from low-latency trading to macro forecasting. Comfortable across Python, Java, Solidity and cloud big-data stacks, he pairs rigorous academic rigor with product-minded implementation. An unusual strength is shipping fully on-chain fund management and proof-of-performance systems, bridging cryptography, smart contracts and quantitative asset management.
12 years of coding experience
17 years of employment as a software developer
Ingénieur civil des Mines, Applied mathematics, Ingénieur civil des Mines, Applied mathematics at Ecole Nationale Supérieure des Mines de Nancy
National Conservatory of Arts and Crafts
Doctor of Philosophy (PhD), Applied Mathematics/Physics/Computer science, Doctor of Philosophy (PhD), Applied Mathematics/Physics/Computer science at PhD Aérospatiale(EADS)/Université Henri Poincaré,
french, fluent, english, fluent, german, goethe institut diploma