Aurèle Galle

Aurèle GALLE is a quantitative researcher at Squarepoint Capital since August 2017, specializing in volatility trading. Before this role, Aurèle served as a graduate teaching assistant at Princeton University, focusing on statistical analysis of financial data and various methodologies including regression analysis and time series analysis. A previous role as a research analyst at Stevens Capital Management involved researching strategies for automated futures and equity market neutral strategies, utilizing statistical learning algorithms in Python and R. Aurèle also gained experience as a quantitative analyst at Bank of America Merrill Lynch, working on counterparty credit risk and developing programming solutions, and as a research assistant at BNP Paribas Chair of Quantitative Finance, where algorithms for trading Bitcoin were explored. Aurèle holds a Master in Finance from Princeton University and a Master in Applied Mathematics from CentraleSupélec.