Tom Morvan

Quantitative Researcher at Undisclosed
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Contact Information
us****@****om
(386) 825-5501
Location
Stanford, California, United States, US
Languages
  • French Native or bilingual proficiency
  • English Native or bilingual proficiency
  • German Elementary proficiency

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Bio

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Credentials

  • Fund Management
    Monetary Authority of Singapore (MAS)
    Feb, 2019
    - Nov, 2024

Experience

  • Undisclosed
    • Financial Services
    • 700 & Above Employee
    • Quantitative Researcher
      • Feb 2023 - Present

      HFT HFT

  • Upstart
    • United States
    • Financial Services
    • 700 & Above Employee
    • Senior Research Scientist
      • Aug 2022 - Jan 2023

    • Research Scientist
      • Aug 2021 - Jul 2022

      • Researched, developed, and deployed novel machine learning pipelines on personal loans product.

  • Stanford University
    • United States
    • Higher Education
    • 700 & Above Employee
    • Teaching Assistant
      • Jan 2020 - Jun 2021

      • Advanced Software Development for Scientists and Engineers (C++) (CME 212) • Software Development for Scientists and Engineers (Python / C++) (CME 211) • Introduction to Probability and Statistics for Engineers (CME 106) • Ordinary Differential Equations for Engineers (CME 102) • Vector Calculus for Engineers (CME 100) • Advanced Software Development for Scientists and Engineers (C++) (CME 212) • Software Development for Scientists and Engineers (Python / C++) (CME 211) • Introduction to Probability and Statistics for Engineers (CME 106) • Ordinary Differential Equations for Engineers (CME 102) • Vector Calculus for Engineers (CME 100)

  • Millennium
    • United States
    • Investment Management
    • 700 & Above Employee
    • Quantitative Trader
      • Jan 2019 - Aug 2019

      Statistical arbitrage & Index arbitrage - Equity Desk: • Daily modeling, trading, and hedging of index arbitrage books on Asian markets. • Developed strategy back-testing tools in Java. • Improved P&L and forex exposure calculation for the desk in Java. • Running event driven strategies, borrow requests and VWAP orders. Statistical arbitrage & Index arbitrage - Equity Desk: • Daily modeling, trading, and hedging of index arbitrage books on Asian markets. • Developed strategy back-testing tools in Java. • Improved P&L and forex exposure calculation for the desk in Java. • Running event driven strategies, borrow requests and VWAP orders.

  • EY
    • United Kingdom
    • IT Services and IT Consulting
    • 700 & Above Employee
    • Quantitative Analyst | Quantitative Advisory Services
      • Jul 2018 - Dec 2018

      • Implemented a Bermudan swaption pricer using Hull-White one factor lattice method. • Collaborated on the implementation of an internal interest rates derivatives pricer. • Implemented and tested stock returns prediction using tree boosting algorithms • Implemented a Bermudan swaption pricer using Hull-White one factor lattice method. • Collaborated on the implementation of an internal interest rates derivatives pricer. • Implemented and tested stock returns prediction using tree boosting algorithms

  • Manty
    • France
    • Software Development
    • 1 - 100 Employee
    • Part time intern | Data science - NLP
      • Sep 2017 - Jun 2018

      • Created a speech recognition feature translating natural language audio queries into database requests. • Created a speech recognition feature translating natural language audio queries into database requests.

Education

  • Stanford University
    Master of Science - MSc in Computational and Mathematical Engineering, Mathematical and Computational Finance Track
    2019 - 2021
  • Ecole Centrale Paris
    Centrale Paris - Grande Ecole Engineer's degree, Mathematics and Computer Science
    2016 - 2019
  • Lycée Sainte-Geneviève
    CPGE, MPSI / MP*
    2014 - 2016
  • Institut Montalembert
    Baccalauréat, Science
    2007 - 2014

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