User:Lehalle
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I'm a mathematician (PhD on nonlinear stochastic control using artificial neural networks, directed by Pr Robert Azencott).

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Jobs
I worked :
- 4 years at the Renault Research Center - as Research Engineer
- 5 years at MIRIAD Technologies (French SME dedicated to online diagnosis and monitoring of huge dataflows) - as Head of the algorithmic devlopments and advanced studies
- 2 years at EXANE-BNP-PARIBAS in the Trading & Arbitrage research team (I worked on financial mathematics, capital structure arbitrage, algorithmic trading and markets microstructure).
- 6 years as head of quantitative research at Crédit Agricole Cheuvreux and fr:Crédit agricole Corporate and Investment Bank group. I have been project manager of MiFID 1 migrations at CA Cheuvreux during 6 months.
- 8 years at Capital Fund Management, where I have been Senior Research Manager, Senior Research Advisor, and then Head of Data Analytics (the CFM team of data scientists at this time).
- I am now Quantitative R&D Lead at the Abu Dhabi Investment Authority.
Links
I've got several blogs :
- a personal "fun" blog
- a professional blog
- and a linkedin page
a list of my favorite sites :
My main mediawiki home pages:
- my wikibooks home page.
- my fr.wikipedia home page.
- there is a wikipedia page on me: fr:Charles-Albert Lehalle
some of my contributions
- Mathematical Finance Programming in TI-Basic (removed...)
- We all use math everyday
All my contributions, my Notebook.
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