David Cyvoct

David Cyvoct is a Senior Quantitative Analyst at EY, where they support market risk workstreams for French and Irish banks and develop innovative pricing methodologies. Previously, David held roles as a Quant FO at BNP Paribas Cardif, analyzing the Linear Gauss Markov model and implementing it in Python, and as an IT Quant at SILEX, where they integrated structured products into a Java pricer. They also gained experience as a Cyber Security Researcher at ILL - Institut Laue Langevin and as a Mathematics Researcher at Institut Fourier. David holds multiple degrees, including MScs in Applied Mathematics, Computer Science, Financial Engineering, and Quantitative Finance from Grenoble INP - Ensimag and Grenoble IAE, along with a BSc in Mathematics from Université Grenoble Alpes.