David Pommier
About David Pommier
David Pommier is a Quantitative Researcher with extensive experience in quantitative analysis and mathematical finance. He has worked at various financial institutions, including Squarepoint Capital and Société Générale, and holds a PhD in mathematical finance from Paris 6 University.
Work at Squarepoint Capital
David Pommier has been employed at Squarepoint Capital as a Quantitative Researcher since 2020. In this role, he focuses on quantitative research, applying his expertise in programming and mathematical finance. His work likely involves developing models and strategies that enhance the firm's trading capabilities.
Previous Experience in Finance
Prior to his current position, David Pommier held several roles in the finance sector. He worked at Société Générale as a Director from 2010 to 2020 in the Greater New York City Area. Before that, he served as a Quantitative Analyst at BNP Paribas from 2006 to 2007 and at CIC for 10 months in 2005. His experience spans various aspects of quantitative analysis and finance.
Education and Expertise
David Pommier earned a PhD in mathematical finance and numerical analysis from Paris 6 University, studying from 2005 to 2008. He also holds a Master's degree from Ecole Centrale Lille, which he completed from 2001 to 2004. His academic background supports his expertise in option pricing methods and equity models, as well as proficiency in programming languages such as ADA, C, C++, and Matlab.
Background in Research Engineering
Before transitioning to finance, David Pommier worked as a Research Engineer at INRIA in the MATHFI Team from 2008 to 2009. This role involved engaging in quantitative research projects that utilized his skills in numerical analysis and mathematical finance, further establishing his foundation in the field.