Financial Engineer with strong background in Financial Mathematics and Computer Science. Experience in electronic trading, data analysis, concurrent systems design and general programming. After creating my own company in 2014, I feel I have learned a lot about how to deal with product design and project management, and I am currently looking for a quant finance job where these skills, alongside my experience in programming that scales, mathematics and statistics will allow me to make a real change and develop innovative ideas. If this is of interest to you, feel free to drop me a line at valentin.clement@ponts.org.

Cofounder @ I created Doboz Software in 2014 with the idea of attempting to solve a major problem in quant analysis and business in general: access to the data. The problem was clear: database technology was maturing, massive datastores were set up in all major companies, yet data users and database administrators all had to use the same tools to access it. If the tools and processes are powerful and secure, this results in a massive inflexibility for the data users; if they are relaxed to allow more efficient data analysis, this can lead to confusing, or even plain insecure systems. After thinking about that for a while and meeting potential clients, we tried to come up with the best of both worlds: let the experts in charge with their existing powerful, diverse and complicated tools, and give the users a simple, standard and efficient way to access the handful of features they really want: being able to find, tag and retrieve their data, regardless of its actual database storage. After various iterations of the concept, presentations and prototyping, we were not able to convince investors to fund us, and lost the will to carry it forward without any money. This has been a very enjoyable experience though, which taught me enormously and transformed my attitude to business and project management. I am now working on ironing the quirks of our latest prototype in order to release it as open-source in the near future From March 2014 to January 2015 (11 months) Fixed Income Algorithmic Trading Quantitative Research @ Fixed Income Algorithmic Trading - Quantitative Research * Python analytics development and maintenance * Trading pattern modelling and Government Bond pricing optimisation * Development, implementation and testing of efficient alternatives to sparse Kalman filters for Credit bond pricing From September 2011 to March 2014 (2 years 7 months) London, United KingdomForeign Exchange High Frequency Quantitative Research @ * Very high frequency statistical data analysis using R, C# and C++ * C++ implementation of autohedging algorithms for FX Market Making * Quantitative research on risk modelling and alpha prediction From June 2009 to September 2011 (2 years 4 months) London, United KingdomMutual Funds Equity Derivatives Trading @ Mutual Funds Derivatives Trading ­ Internship * Derivatives Greeks hedging and beta projection over indices * VBA Commando development * Pricing parameters quotations From December 2007 to August 2008 (9 months) Paris Area, FranceAsset Based Finance Intern @ - Designing optimized models and offer contracts for project finance. - Meetings and negotiations with clients From July 2007 to December 2007 (6 months) Paris Area, FranceResearch Assistant @ Scientific Internship : Numerical solving of the PDE derivated from the Heston's Model in Finance. From May 2006 to July 2006 (3 months) Paris Area, France

Master of Applied Science, Financial mathematics @ Ecole nationale des Ponts et Chaussées From 2008 to 2009 Master, Mathematical and Computational Engineering - Financial Engineering @ Ecole Nationale des Ponts et Chaussées From 2005 to 2009 CPGE, Mathematics and Physics @ Lycée Chateaubriand From 2003 to 2005 Valentin Clément is skilled in: Quantitative Finance, VBA, R, Algorithms, Python, C#, Java, Data Analysis, Go, Stochastic Calculus, Stochastic Processes, Electronic Trading, Quantitative Research, Trading