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Hello,
my name is Sebastien31yo and this is my CV

About Me

Quantitative Analyst @ memento. Strong interest for crypto-currencies and new technologies.

Contact

Linkedin
Skype
sebastien.coupy

Education

  • 2016

    Ph.D. in Finance, Swiss Finance Institute, University of Geneva

    Thesis on asset pricing, portfolio theory, and general equilibrium models

  • 2012

    Visiting student, National University of Singapore

    Visiting student, department of finance at NUS Business School (4 months)

  • 2010

    M.Sc. in Financial Engineering, University of Lausanne (HEC)

    Thesis: "Historical analysis of US stock exchanges and stock markets, 1990-2010"

    Rank: top 5

  • 2009

    Visiting student, Claremont Graduate University, USA

    Visiting student, department of financial engineering (one semester)

  • 2008

    B.Sc. in Economics, University of Lausanne (HEC)

    Rank: top 10

Professional Experience

Memento
2017-Current
Quantitative Analyst
Development of automated investment strategies. Tech: Python, MongoDB, Bloomberg API
Offroad Asset Management
2016-2017
Quantitative Analyst
Development of automated investment strategies. Tech: Python, MongoDB, Bloomberg API
Verso Solutions SA
2013 - 2015
Co-founder and Partner
Development of solutions for crypto-currencies with a focus on Bitcoin. We build various tools such as automated trading strategies, electronic wallets and a brokerage platform. The company has been sold in April 2015 to BITY SA.
Encelade Capital
2010
Intern
Working as an intern while writing my master's thesis entitled: "Historical analysis of US stock exchanges and stock markets, 1990-2010"
University of Lausanne
2006-2009
IT Assistant
IT help desk. Server installation on physical and virtual machines. Various programming projects.

Teaching Experience

Master level
2013 - 2015
Derivatives and Structured products
Theory of Financial Markets
Bachelor level
2013 - 2015
Financial Markets
Macroeconomics
Microeconomics

IT Skills

Python
SQL/MongoDB
Matlab
Mathematica
HTML
JavaScript
PHP
Beginner
Intermediate
Proficient
Expert

Languages

French
English
German
Spanish

Research interests

Asset Pricing
General Equilibrium
Incomplete Markets
Portfolio Allocation

Hobbies

Photography
Sport
Adventure
Travel
Programming

Research

Outperforming Naive Diversification Using Stock Level Information

Pairwise correlation dynamics and incomplete information

Travel and Photography

From walking on hot lava in Hawai'i to looking for mountain gorillas in the Bwindi impenetrable forest of Uganda to kayaking my way to a lake full of jellyfish in Palau.
Click on a country to see pictures

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