Jerome Gay Delcasso
About Jerome Gay Delcasso
Jerome Gay Delcasso is a Quantitative Researcher currently employed at Squarepoint Capital in Singapore, where he has worked since 2018. He has a background in quantitative engineering and financial engineering, with previous experience at swissQuant Group AG and SLIB.
Work at Squarepoint Capital
Jerome Gay Delcasso has been employed at Squarepoint Capital as a Quantitative Researcher since 2018. His role involves applying quantitative methods to financial data to develop models and strategies that inform trading decisions. He has contributed to the firm's research initiatives in Singapore, leveraging his expertise in financial engineering and quantitative analysis.
Previous Experience at swissQuant Group AG
Prior to his current position, Delcasso worked at swissQuant Group AG as a Quant Engineer from 2015 to 2018. During this three-year tenure in the Région de Zürich, Suisse, he focused on developing quantitative models and tools for financial analysis. He also held an internship at the same company in 2015, where he gained foundational experience in quantitative engineering.
Internship at SLIB (BNP Paribas Securities Services)
In 2014, Jerome Gay Delcasso completed a two-month internship at SLIB, a subsidiary of BNP Paribas Securities Services. As a Quantitative Risk Management Intern in the Région de Paris, France, he was involved in projects related to risk assessment and quantitative analysis, further enhancing his skills in the financial sector.
Education and Expertise
Delcasso's educational background includes a Master of Science in Financial Engineering from EPFL (École polytechnique fédérale de Lausanne), which he completed from 2013 to 2015. He also studied at CentraleSupélec, focusing on Mathematics, Physics, Signal Processing, and Computing from 2012 to 2014. Earlier, he attended Lycée Masséna in Nice, where he studied Mathematics, Physics, and Engineering, achieving CPGE from 2009 to 2011.