Mathieu B. is a quantitative researcher at Qube Research & Technologies since October 2021, specializing in quantitative trading and research. Prior experience includes a role as a Junior Exotic Trader at HSBC, where Mathieu B. developed a tool for calibrating model parameters in Python and proposed a new method for calibrating the ATM volatility surface. Mathieu B. also worked as a Trainee Credit Risk Analyst at Accuracy, focusing on systemic stress-test modeling and risk quantification. Earlier experience includes a production operator position at DRADURA FRANCE CUSSET and serving as a table tennis coach at TTCusset. Educational credentials include a Diplôme d'ingénieur in Applied Mathematics from CentraleSupélec and time spent at the National University of Singapore.