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Aurelien Vermylen

Data Scientist

Peut se déplacer à Bruxelles

  • 50.8465
  • 4.3516
  • Tarif indicatif 778€ / jour
  • Expérience 7 ans et +
Proposer un projet La mission ne démarrera que si vous acceptez le devis de Aurelien.

Disponibilité non-confirmée

À temps partiel, 1 jour par semaine

Proposer un projet La mission ne démarrera que si vous acceptez le devis de Aurelien.

Localisation et déplacement

Localisation
Bruxelles, Belgique
Peut travailler dans vos locaux à
  • Bruxelles et 50km autour

Vérifications

Langues

  • Français

    Bilingue ou natif

  • Néerlandais

    Bilingue ou natif

  • Anglais

    Capacité professionnelle complète

Catégories

Compétences (18)

Aurelien en quelques mots

My mission is to help companies take strategic decisions based on data, mathematical or statistical models.
I have two strong expertise domains:
- Advising on technology-related decisions, design the architecture of data applications, help move to the cloud.
- Analysing and modelling data in order to take strategic decisions.

I'm a deeply technical person, and can actually implement my advice, without the need for other vendors or subcontractors. I have extensive experience in explaining complex IT and financial concepts to non-technical people which makes me also apt to communicate with executive management.

Expériences

Engie

Energie

IT Quant

Bruxelles, Belgique

avril 2018 - août 2019 (1 an et 4 mois)

Project within GEM's Front-Office quant team, improving their commodity price simulator:
- Ported large python2 codebases to python3, introducing proper development practices (source control, testing), fixing problems with legacy dependencies.
- Set up APIs for the core C# simulator with pythonnet and Flask to allow real-time querying.
- Set up periodic and on-demand computations of the price simulator using cron and an in-house task launcher, again allowing real-time demands.
- Manage the compex multi-language stack interoperability (python, C#, R)
- Advise on model usage (historical vs. risk-neutral usage, characteristics of the model dynamics, ...)
- Manage the DevOps chain, set up automatic deployment using Byrd.

Artnet

Arts & artisanat

Digital Web Specialist

New York, États-Unis d'Amérique

août 2018 - août 2018

Short mission which aimed at lazy-loading ads in the news website of artnet to improve viewability performance. Improved DFP (Google Ad Manager) viewability percentages from below 50% to around 70%.

ClearRoad

Automobile

CTO

Lille, France

mars 2017 - mars 2018 (1 an)

Helping ClearRoad showcase how it can greatly simplify road infrastructure owners’ and road service providers’ revenue generation with the help of new, cheap technologies.

- Make a POC application on ClearRoad's existing transaction processor in python, with the use of crossbar (crossbar.io), python and Flask.
- Implement ClearRoad’s data collection services using vendor IOT devices that are plugged in the diagnostics port of cars (OBDII) and transform geospatial data into billable miles clearly identified on a specific road. Use of ERP5 (www.erp5.com), SlapOS (slapos.nexedi.com) the python scientific stack for the geospatial treatment and jIO (jio.nexedi.com) for synchronization between services and hosted a private openstreetmap database (openstreetmap.org).

BNP PARIBAS SA - BNP

Banque & assurances

Model Validation Quant

Bruxelles, Belgique

avril 2015 - février 2017 (1 an et 10 mois)

In the Independent Review (Validation) team for the group-wide trading book risks. Responsibilities included:
- Review of the IMM Counterparty Risk methodologies (focus on IR and FX). Periodic Reviews: working on Interest Rate/FX risk factor models and Commodities risk factor models. Closure of regulatory recommendations: IR and FX option pricer reviews (American, CMS, Range Accrual …), back-testing, collateral modelling, etc. Review of methodology changes: e.g. use of expert models, Negative Interest Rates.
- Market Risk methodologies, Proxy Credit Spread methodologies.
- Research topics like SABR variants under negative rates, new bilateral initial margin requirements, coherent pricing and discounting under different collateral setups, CVA and XVA topics.
- Use and implementation of a variety of statistical and applied mathematics techniques: regression, optimization, maximum likelihood, symbolic mathematics software, linear algebra... Always ensuring efficient implementation in the team’s C++ library or in ad-hoc python scripts.

Dexia - Belfius

Banque & assurances

Quantitative Developer

Bruxelles, Belgique

mai 2011 - avril 2015 (3 ans et 11 mois)

Position of Quantitative Developer at the group level Risk Management team. Team focus was non-market VaRs (mostly Credit). Responsibilities included:
- Ecap Value-at-Risk (VaR) modeling: Statistical modeling for calibration of various credit VaR parameters.
- Analytical Ecap approximation: Calibrating analytical formula to estimate a position's capital consumption based on its credit VaR.
- Stress Testing modelling: Development of macro-economic “elasticity” models to forecast default rates under given scenarios.

Frederic Frederic Charlier - ClearRoad

30/03/2020

Excellent développeur, travailleur loyal et team player.