Passionate Senior Data Scientist, I like making simple thing with a strong impact.
I really like coding and focusing on creating value
2014-Today : Head of Data Science Axa Global P&C
In charge of a team of 6 data scientist, we focus on pricing and claims analytics:
* Apply Machine learning techniques and use new external data for improving pricing quality (Zoning, Commercial premium, ... ) or claims process (Fraud, Cost normalization, Orientation)
* Create code Framework (especially in R) and markdown documentation for promoting and facilitating the deployment of projects in other Axa Entities. We create an Open-Source culture across the Axa group that avoid re-invent the wheel
* Animate a community of around 500 actuaries for helping them embracing the 2 hard skills of the data science __Code__ and __Machine Learning__. We organize and animate Monthly Webinar, bi-annual event like Hackathon, Data Science Training, Meet-up seminar, ...
2013-2014 : Senior Data Scientist and Data Science Manager
As the first Senior Data Scientist of Quantmetry, I am leading many missions (Insurance, telco, bank, ...) from sales process to the final delivery.
I am also in charge of all the data scientist recruitment (we hired around 1 data scientist per month).
2007-2013 : Algorithmic Trader at ABC Arbitrage
Working mainly on Futures market (Index, Gold, WTI/Brent, US10 and some commodities), I am in charge of improving/finding new strategies. We focus mainly on stat arbs with mean reversion. I am dealing on a daily basis with a large volume of full-tick data and I code everyday in R, python or C#. I developed strong technical skills. Always in the trading desk, I am also in charge to look after of the trading robot.
2005-2008 : Master Actuary; ISUP University Paris 6 (Paris)
*Coding C and R, Statistics, Actuarial Science, Insurance Business*
2003-2005 : Math "classe préparatoire" for engineering school; Lycée Camille Guerin (Poitiers)
*Math, Physics and computer science*
Entrepreneurship : Founder of a prop trading company
* Develop all the backtesting and the daily production tools in __python__. [macrocharts.tumblr.com/archive](http://macrocharts.tumblr.com/archive)
* Create (for fun) a trading game with __Shiny__ [ssoulier.shinyapps.io/tradinggame/](https://ssoulier.shinyapps.io/tradinggame/)
Programming Languages : R: It's probably my well known language. Used almost everyday since 2007. I like data.table and gbm packages. Leaflet, shiny and highcharter for example are also amazing.
: python: I really like this language and this syntax. I am not a pandas/scikit-learn expert but I am totally fluent for classical python code. My favorite ide is PyCharm.
Book : Data Science at the command line: I really like this book and the idea of using more the terminal. I am not yet totally fluent but I always want to improve the command line skills.
MOOC : Mining Massive Dataset (Coursera): I enjoyed a lot this MOOC. I discovered many new concepts and appreciated all the smart tricks for dealing with large dataset.
Human Languages : French native speaker : English full professional proficiency
Hobbies : Ride my bike, kaggle, codingame, rowing, good food
[email protected] • +33 (0)6 24 64 79 67 • Married 2 children
32 allée Molière - 92 700 Colombes, France
fr.linkedin.com/in/ssoulier - github.com/ssoulier - www.kaggle.com/ssoulier