David Pommier

David Pommier is a Quantitative Researcher at Squarepoint Capital since August 2020, previously serving as Director of Quantitative Research at Société Générale from August 2010 to June 2020. David held a postdoctoral position at Ecole des Ponts ParisTech, collaborating with the CERMICS/MICMAC team to develop important sampling methods for rare event estimation. Earlier experience includes a Research Engineer role at INRIA, focusing on the development of numerical libraries, and Quantitative Analyst positions at BNP Paribas and CIC, where David specialized in pricing methodologies under complex financial models. Academic qualifications include a PhD in mathematical finance and numerical analysis from Paris 6 University and a Master's degree from Centrale Lille.