Laurent Lanteigne
About Laurent Lanteigne
Financial Engineer Laurent Lanteigne
Laurent Lanteigne is a financial engineer who recently graduated from the University of Chicago with a master’s degree in Financial Mathematics. He completed his degree with honors in 2021. His academic background is solidified by his scholarships for research in various advanced topics, demonstrating his strong foundation in financial engineering.
Education and Expertise in Financial Mathematics
Laurent Lanteigne earned his master's degree in Financial Mathematics from the University of Chicago, graduating with honors in 2021. His education was complemented by multiple scholarships for research, focusing on reinforcement learning applications to hedging options, numerical methods for option pricing, and differential machine learning to price xVA of interest rate derivatives. These experiences illustrate his expertise in both theoretical and applied financial mathematics.
Professional Experience as a Quantitative Associate
In the professional realm, Laurent Lanteigne has experience working as a quantitative associate in the credit space. His role involved developing mid-frequency predictive signals and optimizing portfolio asset allocation via credit derivatives. This experience highlights his proficiency in quantitative analysis and portfolio management.
Avid Runner and Enthusiast of Mixology
Outside of his professional and academic pursuits, Laurent Lanteigne is an avid runner, suggesting a strong sense of discipline and dedication. Additionally, he enjoys the craftsmanship of mixology, indicating a creative side and an appreciation for detail and precision.