Yann Divet

Yann Divet

El Karoui '26 | Cambridge MEng

๐ŸŽ“ Education

โ–ผ

Sorbonne Universitรฉ & Ecole Polytechnique | 2025 - 2026

Master M2 Probability and Finance (ex DEA El-Kaouri)

Pre-registration Courses - September 2025 โ–ผ
Elements of Statistics - Professor: ROQUAIN
Complements of Probability - Professor: LEMAIRE
Python for Data Science - Professor: PRINTEMS
Partial Differential Equations for Finance
Probability, Simulation and Optimisation - September-December 2025 โ–ผ
Introduction to Diffusion Processes - Professor: ZAMBOTTI
Numerical Probability: Monte Carlo Simulation and Stochastic Optimization - Professors: PAGรˆS, LEMAIRE
Convexity, Optimization and Stochastic Control - Professor: KHARROUBI
Machine Learning, Neural Networks and Deep Learning - Professors: GALLINARI, WILBERTZ
Financial Markets, Derivatives and Econometrics - September-December 2025 โ–ผ
Financial Statistics and Econometrics Components
Introduction to Financial Markets and Derivatives
Interest Rate Models and Derivatives
Risk Management and Regulatory Aspects

University of Cambridge - Engineering Department | 2021 - 2025

Information & Computer Engineering (Machine Learning)

MEng Honours with Merit

Year 4 - Part IIB Project (2024-2025) โ–ผ

Physics-Informed Machine Learning for Populational Inverse Problems

  • Supervisors: Professor Mark Girolami & Dr. Arnaud Vadeboncoeur
  • Grade: First Class
  • Description: This project addresses the problem of estimating population-level parameters from indirect, noisy observations across multiple heterogeneous systems. The research focuses on inverse problems where individual system parameters are unobservable, but aggregate population statistics can be inferred.

    Two complementary methodological approaches are compared:
    • Hierarchical Bayesian Models: Employs Markov Chain Monte Carlo (MCMC) sampling to explore the full posterior distribution, providing uncertainty quantification
    • Distribution-Matching Approach: Uses gradient-based optimization to minimize the Sliced-Wasserstein distance between observed and predicted population distributions
Year 4 - Part IIB Modules (2024-2025) โ–ผ
Data-driven and learning based methods in mechanics and materials
Innovation and strategic management of intellectual property
Strategic management
Project management
Deep learning and structured data
Probabilistic Machine Learning
Computational Statistics and Machine Learning
Algorithms and Data Structures
Year 3 - Part IIA Modules (2023-2024) โ–ผ
Signals & Systems
Systems & Control
Statistical Signal Processing
Information Theory & Coding
Inference
Mathematical Methods
Year 2 - Part IB Modules (2022-2023) โ–ผ
Mechanics and Thermofluids
Electrical Engineering
Information Engineering
Structures and Materials
Computing
Integrated Design Project (IDP)
Integrated Coursework - "Earthquake-resistant structures"
"Sustainable Engineering" poster
Year 1 - Part IA Modules (2021-2022) โ–ผ
Lego Mindstorms Project
Dimensional Analysis
Exposition
Computing
'Engineer in Society' report
Drawing (CAD)
Drawing
Machine Tools
Structural Design Project (SDP)
Integrated Electrical Project (IEP)
Mechanical Engineering
Electrical & Info. Engineering
Structures and Materials
Microprocessor Course
Design Challenge

Lycรฉe International de Londres Winston Churchill | 2018 - 2021

French Baccalaureate Highest Honours Mention Trรจs Bien avec Fรฉlicitations du Jury (18.75 /20 overall)

  • Mathematics (19.80/20)
  • Physics (19/20)
  • Computer Science (19/20)
  • EPQ (A*): "How can the present and future of nuclear energy help reduce carbon emissions?"
  • Ranked 5th in Northern Europe at the French Mathematical Olympiads (2021)

๐Ÿ’ผ Work Experience

โ–ผ

Quantitative Researcher Intern

BNP Paribas, London | April 2026 - Present
  • Flow Rates

Python and C++ Developer Intern

TradeWeb, London | June - August 2025
  • Extending existing full-stack application using Python Flask backend and TypeScript Angular frontend

Trading & Risk Management Academy

QRT, Cambridge | Feb - May 2025
  • Attended weekly 3h lectures covering Markowitz portfolio theory, risk management frameworks, and cross-sectional return prediction models in quantitative finance.
  • Implemented techniques for robust covariance matrix estimation including Ledoit-Wolf shrinkage, PCA dimensionality reduction, and correlation-based approaches to address the challenges of matrix invertibility and estimation error.
  • Analysed multi-factor trading strategies including momentum (Jegadeesh-Titman), low-beta premium (Frazzini-Pedersen), and value-based approaches.

Quantitative Fixed Income Researcher Intern

Robeco, Rotterdam | July - August 2024
  • Extracted market sentiment from earnings calls using advanced NLP techniques
  • Implemented topic modeling algorithms including Latent Dirichlet Allocation
  • Built comprehensive backtester for multi-asset strategy evaluation
  • Optimized performance through Cython, multi-processing, and Polars integration
  • ๐Ÿ† 1st place in Investment Game - 6.36% return in 8 weeks (49.3% annualized)

Quantitative Analyst Intern

ISDA, London | July - September 2023
  • Implemented 4 methodologies for market data time-series cleaning and aggregation
  • Developed robust regression techniques through extensive research
  • Achieved 6x optimization in risk calculation calibration
  • Presented findings to senior stakeholders

Technology Intern

Qomply (Fintech), London | July - September 2022
  • Processed large-scale OTC derivative datasets across multiple asset classes
  • Developed comprehensive FX services covering 60+ currency pairs
  • Implemented robust testing frameworks including Pytest unit tests

Trading Operations Associate

RJ O'Brien (Broker), London | August 2022
  • Demonstrated the Qomply Interface with the client and then used client feedback to improve the interface further
  • Fixed bugs in spread-bets reporting
  • Interacted with Middle and Back Office to solve any ongoing problems

Trading Workshops

Cambridge | October 2022 - June 2025
  • Selected for Trading Workshops at Citadel, Optiver, IMC, Da Vinci, Flow Traders, Cubist/Point72, Marshall Wace
  • Attended CUATS presentations and events

๐Ÿš€ Projects and interests

โ–ผ

๐Ÿ’ฐ Finance & Trading

โ–ผ

CUATS Challenge Winner 2023

Developed multi-asset algorithmic trading system with 4 integrated strategies

Akuna Capital Options 101

Learn the basics of options trading from the perspective of an options market-maker

Bloomberg Market Concepts

Explore financial markets

Black-Scholes Visualization

Interactive option pricing model with real-time parameter adjustment

Bond Pricing Engine

Comprehensive bond valuation tool with yield curve analysis

Portfolio Risk Reduction

Mathematical demonstration of diversification benefits in portfolio management

Delta Hedging Simulation

Monte Carlo simulation framework for analyzing delta hedging strategies with various rebalancing frequencies and volatility scenarios

Heston Monte Carlo

Implementation of the Heston stochastic volatility model with Monte Carlo simulation and variance reduction techniques

๐Ÿค– Data Science & Machine Learning

โ–ผ

DeepLearning.AI Machine Learning Specialization

Completed Andrew Ng's comprehensive ML specialisation

  1. Supervised Machine Learning: Regression and Classification ๐Ÿ†
  2. Advanced Learning Algorithms ๐Ÿ†
  3. Unsupervised Learning, Recommenders, Reinforcement Learning ๐Ÿ†

Kaggle

Gain the skills needed to do independent data science projects

  1. Intro to Machine Learning ๐Ÿ†
  2. Intermediate Machine Learning ๐Ÿ†
  3. Feature Engineering ๐Ÿ†
  4. Intro to SQL ๐Ÿ†

WorldQuant University Applied Data Science Lab

Gain the fundamental data science skills required for this growing field

๐Ÿ† Leadership & Activities

โ–ผ

Cambridge University Algorithmic Trading Society (CUATS)

Secretary | 2023-2024
  • Organized industry speaker events and trading competitions
  • Coordinated educational workshops on quantitative finance

Cambridge University Swimming & Water Polo Club

Vice-Captain | 2023-2024
  • Two-time Full Blue recipient
  • Holder of 2 university swimming records
  • Led team training sessions and competitive strategy