Guillaume Rigaud

Guillaume Rigaud has a diverse work experience in the field of data science and actuarial analysis. Guillaume is currently working as a Data Scientist at Ardian since September 2022. Prior to this, they were a Data Scientist at AXA Investment Managers from October 2021 to September 2022.

Before joining AXA Investment Managers, Guillaume worked as a Data Scientist at AXA en France from October 2020 to October 2021. In this role, they were part of the Data Science & AI Team and worked on various impactful projects including email classification, IT incident monitoring, contracts cover mapping, CTR computation, and dissatisfaction detection. Guillaume actively participated in scoping phases and industrialization and also contributed to the data community.

Guillaume also has experience in teaching as a Teacher of Portfolio Theory and Econometrics of Financial Markets at Université Panthéon Assas (Paris II) from October 2020 to October 2021.

Prior to their role at AXA en France, Guillaume worked as a Data Science Intern at AXA from November 2019 to August 2020. Guillaume was involved in the Individual Claims Reserving with Machine Learning project in the GRM P&C department. Guillaume worked on setting up the learning framework, conducted features engineering and variable selection, and demonstrated the potential of neural networks as an alternative to traditional machine learning models. Guillaume also proposed a backtesting strategy based on cohorts.

Before their role as a Data Science Intern, Guillaume worked as an Actuarial Intern at AXA from April 2019 to August 2019. Guillaume focused on studying cyber risk and contributed to the development of the cyber risk internal model. Guillaume built a stochastic accumulation scenario for the model and calibrated it using Approximate Bayesian Computation. Guillaume also wrote their actuarial master thesis on cyber accumulation risk modeling.

Additionally, Guillaume has internship experience as a Quantitative Research Intern at HUMANIS Gestion d'actifs from June 2018 to August 2018, and as a Data Science Intern at Datakeen from July 2017 to August 2017.

Guillaume Rigaud completed their French Baccalaureat with a major in mathematics at La Salle - Passy Buzenval from 2011 to 2014. Guillaume then pursued a Bachelor of Science in Applied Mathematics at Université Paris Dauphine - PSL from 2014 to 2017. In 2016, Guillaume participated in an exchange program at The University of Hong Kong, focusing on Mathematics and Statistics for a semester.

Continuing their studies, Guillaume obtained a Master of Science (MSc) degree in Applied Mathematics with a specialization in Actuarial Science from Université Paris Dauphine - PSL between 2017 and 2019. Guillaume furthered their education by pursuing an Advanced Master's Degree in Data Science at ENSAE Paris from 2019 to 2020.

Aside from their formal education, Guillaume Rigaud has also pursued various certifications. Guillaume obtained the "Associate Fellow" certification from Institut des Actuaires in January 2020. Additionally, Guillaume completed several Coursera certifications, including "Introduction to Machine Learning in Production" in March 2022, "Machine Learning Data Lifecycle in Production" in April 2022, "Machine Learning Modeling Pipeline in Production" in August 2022. Guillaume also obtained the "AMF certification" from Autorité des marchés financiers (AMF) - France in June 2022.