Jerome Chiche

Quantitative Researcher
j.chiche@outlook.com
+972 58 600 0673
linkedin.com/in/jchiche
Petah Tikva, Israel | FR / IL

Quant researcher with a decade across markets, risk and data engineering. I build the models and the production Python that runs them - from initial-margin replication to high-throughput data libraries with modern tooling and CI/CD.

Experience
03/2025 - now
Tel Aviv

Millennium

Quantitative Researcher
MARGIN Design algorithms that replicate the initial margin charged by prime brokers across asset classes.
LIBRARY Architect a high-performance internal Python library that reads, aggregates and validates large datasets - built on Polars and Pydantic with strict typing throughout.
ENG Own engineering standards: CI/CD pipelines, automated tests gating every merge, type checking (ty) and linting (ruff) - keeping the stack on the cutting edge of the Python toolchain.
06/2020 - 02/2025
Tel Aviv

Intercontinental Exchange (ICE)

Equity Market Data Analyst
PYTHON Built algorithms to check and correct equity market data - validating volatility surfaces, flagging outliers and catching missed corporate actions automatically; automated workflows that cut checking time by 20x and shipped Tkinter UIs giving non-coders direct access.
SQL / GIT Wrote efficient queries over large databases for the team and maintained the code base across Git repositories.
11/2018 - 03/2020
Tokyo

Natixis

Market Risk Analyst

Produced periodic market-risk reports and analyses, automating recurring computations in Excel and VBA.

04/2015 - 04/2016
New York

AXA Investment Managers

VIE - Assistant Portfolio Manager, Fixed Income

Developed credit relative-value tools, including a valuation database and a charting program for the desk.

Education
2021
Online

Coursera

Machine Learning (Stanford) | Deep Learning Specialization (DeepLearning.ai)
2019
Paris / London

ESCP Business School

Advanced Master in Finance | Specialization in Market Finance
2014
Paris

Sorbonne University - UPMC Paris VI

MSc Applied Mathematics | Financial Engineering & Random Models | BSc Mathematics (2013)
Probabilities | stochastic calculus | C++ | VBA
Skills & Interests
PYTHON
Polars Pandas Pydantic PyTorch TensorFlow
TOOLING
SQL Docker Git CI/CD ruff ty VBA Excel
LANG
French native | English fluent | Hebrew basic
INTERESTS
Self-hosting & homelab (Docker) | home renovation | machine learning | swimming | tennis | skiing