Mamadou Yamar Thioub

Mamadou Yamar Thioub has a diverse work experience in the field of quantitative research and teaching. Mamadou Yamar is currently working as a Quantitative Researcher at PSP Investments since September 2022. Prior to this, they worked as a Quantitative Research Intern at the same company from May 2022 to August 2022.

Mamadou also has experience in teaching roles. Mamadou Yamar worked as a Lecturer at HEC Montréal starting from August 2021. In this role, they taught Statistical Learning and introduced various methods in unsupervised and supervised learning. Mamadou Yamar also worked as a Lecturer at Université de Montréal from January 2022 to April 2022.

Additionally, Mamadou has experience as a Research Assistant at HEC Montréal, where they built a dependence model and proposed an algorithm for pricing multivariate options. Mamadou Yamar also developed an R package called HMMcopula, which gained significant popularity with over 13,000 downloads on CRAN. Mamadou Yamar also worked as a Teacher Assistant for a course on Fixed Income.

Before their academic roles, Mamadou worked as a Quant Trader at FCL Trade. In this position, they built automated systems for futures trading, back-tested and launched multiple trading algorithms, and developed a real-time risk monitoring system.

Overall, Mamadou Yamar Thioub has gained valuable experience in quantitative research, teaching, and trading throughout their career.

Mamadou Yamar Thioub has a strong educational background in the field of data science and finance. Mamadou Yamar is currently pursuing a Doctor of Philosophy at HEC Montréal, specializing in Data Science. Mamadou Yamar began their doctoral studies in 2019 and is expected to complete their degree in 2023.

Prior to their doctoral studies, Mamadou earned a Master of Science (M.Sc.) degree in Financial Engineering from HEC Montréal. Mamadou Yamar completed this program between 2014 and 2018, further enhancing their knowledge and skills in the field.

Mamadou's undergraduate education took place at Université de Sherbrooke from 2010 to 2013. Mamadou Yamar obtained a Baccalaureate degree with a focus on Economics and Finance.

In addition to their formal education, Mamadou has also obtained certifications to enhance their expertise. Mamadou Yamar completed the 6th Deep Learning School at IVADO in May 2021. Mamadou is also a Candidate for the Level III examination of the Chartered Financial Analyst (CFA) program, as administered by the CFA Institute. The precise dates of their progress in this program are not provided.