Arthur Bernard
Data Scientist and Developer
- +33 6 59 29 14 50
- arthur.bernard.92@gmail.com
- /in/arthur-bernard-789955152
- /GitHub/ArthurBernard
- Website
Key skills
- Proficiency in statistics & econometrics softwares: R (Advanced), Octave/Matlab (Advanced), SAS (Beginner), STATA (Beginner).
- Operating systems: Unix and Windows
- Languages: French (native speaker), English (professional level).
- Databases: Basic knowledged of SQL, MDX and Hadoop.
Programming
- Higly advanced: Python (expertise in NumPy, Pandas, Cython, PyTorch, Keras, Sickit-Learn, Asyncio, Mullti-process/thread, etc).
- Advanced: Shell, VBA, LaTeX.
- In progress: C++, HTML, CSS and JavaScript.
MOOC's
- Learn to program with Python, on OpenClassRooms.
- Machine Learning, Stanford University course by Andrew Ng, on Coursera.
- And other diverse courses about Linux, C++, HTML & CSS, JavaScript, etc.
Interests
- Artificial intelligence.
- Programming.
- Crypto-currencies/Blockchains.
- Open source projects.
Experiences
Data ScientistMar. 2020 - Sep. 2021at Coperneec, ParisFor Natixis in Risk Management Department in the Market Stress Test team: automation of recurent tasks, R&D on reverse stress test methodology, fast pricing of products, python package to manage data across different internal data sources, etc.
Quant ResearchJan. 2019 - Oct. 2019at Napoleaon Group, ParisR&D of trading strategies, multivariate prediction with neural networds, execution order algorithms, development of backtesting and financial analysis tools, and webscraping data.
Jun. 2018 – Dec. 2018Intern in Quantitative Financeat Napoleon Group, ParisResearch of quantitative strategies and portfolio allocation algorithms. Data-science competition elaborated for the ENS.
Personnal projects
Machine/deep learning tools adapted to finance2018 - 2019Development of a Pythn and Cython package to create neural networks, backest strategies, analysis with econometric models and financial indicators, etc. Published on PyPI as fynance.
2017 – 2018Webscraping packageDevelopment of a Python package to download data and update database from some crypto-currency exchanges. Published on PyPI as dccd.
2016 – 2020Trading bot algorithms on crypto-currenciesDevelopment and maintenance of trading bots with Python and Bash scripts. Starting in 2016 with arbitrage strategy, and more recently create strategies with neural network. Partly available on my GitHub in the repository Trading_Bot.
Education
2017 – 2018Master's Degreeat Aix-Marseille School of Economics, MarseilleEconometrics of Banking and Financial markets
Courses: Stochastic finance, financial econometrics, financial engineering, econometrics of exchange rates, neural network, etc.
Projects: Intraday analysis of BTCUSD versus EURUSD, etc. Master thesis: Analysis of dynamics of Bitcoin.
Courses: Stochastic finance, financial econometrics, financial engineering, econometrics of exchange rates, neural network, etc.
Projects: Intraday analysis of BTCUSD versus EURUSD, etc. Master thesis: Analysis of dynamics of Bitcoin.
2013 – 2016Bachelor's degreeat Aix-Marseille University, MarseilleEconomics and Management
Specialization: Finance. Courses: Time series econometrics, financial markets, statistics, optimization, informatics (SQL and VBA), etc.
Specialization: Finance. Courses: Time series econometrics, financial markets, statistics, optimization, informatics (SQL and VBA), etc.
2012A-Level - Scienceat High-School M. M. Fourcade, Gardanne
Miscellaneous
2019Data-science competitionat ENS Challenge Data6th place out of more than 100 competitors, about prediction of daily stock movements on the US market, proposed by Capital Fund Management.
2014 – 2016Founder and general secretary of student associationOrganisation and management of team projects.
PresentHobbiesCooking, travelling (Norway, Scotland, Eastern countries, etc.), swimming (competition) and theater.