Summary
Valentin Courgeau is a quantitative researcher and final-year PhD candidate in Mathematical and Computational Statistics based in Paris, with eight years of experience building intraday futures alpha and applied AI systems. He combines a rigorous academic foundation—MSc from Oxford, MRes from UCL, and PhD training at Imperial—with hands-on RL and deep learning research delivered at InstaDeep and hedge funds like Millennium and Qube. His toolkit spans time-series and high-frequency inference, statistical network models, convolutional/LSTM/attention architectures, and probabilistic planning including Soft Actor-Critic, plus production-ready Python and R practices (including an R CRAN package). Comfortable bridging research and engineering, he has built experimental CPU/GPU backends and shipping ML systems in enterprise settings. Notably, his career blends entrepreneurial roots in creative tech with cutting-edge quantitative finance, making him adept at translating complex statistical theory into live trading and decision-making products.
8 years of coding experience
7 years of employment as a software developer
Doctor of Philosophy - PhD Mathematics and Statistics, Doctor of Philosophy - PhD Mathematics and Statistics at Imperial College London
University College London
MSc Mathematical and Computational Finance, MSc Mathematical and Computational Finance at University of Oxford
Preparatory class for engineer schools. Physics / Mathematics, Preparatory class for engineer schools. Physics / Mathematics at Lycée Sainte-Geneviève
Bachelor's degree Mathematics, Bachelor's degree Mathematics at EPFL
English, French