VALÉRIAN DARMENTÉ


Quant dev·MSc Quantitative Finance·Paris

projects /

voldesk checking…

End-to-end EUR/USD FX-options volatility desk running live on Interactive Brokers, deployed on AWS. Live tick → SVI/SSVI surface fit → PCA vol signals → delta-hedged structures through a full order lifecycle, streamed to a real-time React cockpit: net greeks, VaR & stress, greek-limit alerts.

Functional: IB API·vol surface·PCA signals·greeks·VaR & stress
Technical: Python·FastAPI·React·Redis·PostgreSQL·AWS

experience /

Natixis Python Developer, FX Options desk 2025
Triotech Python Developer 2024

education /

MSc Quantitative Finance · ECE Paris 2023–2025
certifications PCAP (Python) · AMF

stack /

// languages & core
Python·TypeScript·SQL·C++ (basics)
// quant & market data
IB API·SVI/SSVI vol surface·greeks·GARCH·PCA·VaR
// infra
FastAPI·React·PostgreSQL·Redis·Docker·AWS·GitHub Actions