Christophe Duhamel

Quant Engineering Team Lead @ Cargill · CFA Charterholder · Quantitative finance, signal generation & trading — Geneva, Switzerland.

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Focus

01 / markets

Quantitative finance

Curves, risk engines, Monte-Carlo valuation, portfolio thinking — with CFA Program foundations.

02 / research → prod

Signal generation

Live feeds, feature pipelines, data quality discipline. From noisy data to testable signals.

03 / operations

Trading systems

Reliable platforms for trading and investment teams — secure, observable, boring to operate.

About

Profile

I’m Christophe Duhamel, Quant Engineering Team Lead at Cargill in Geneva, leading a five-person team embedded in the Quant / Systematic Trading desk (commodities including agriculture; futures and options). I set the engineering roadmap behind the desk’s research and trading priorities and build the shared data and research foundations that take systematic strategies from idea to production — after joining in October 2025 as Senior Quant Engineer.

Before that: OCSIN (Geneva cantonal IT, 2024–2025), Staff Engineer / Solutions Integrator at Pictet (2022–2024), Vitol (energy trading platforms), BNP Paribas Wealth Management, and Edmond de Rothschild. Fifteen-plus years across commodities trading, private banking, asset management, and investment infrastructure — deliberately paired with the CFA Charter (April 2026, Private Markets pathway), earned while working full time.

What I do

I operate at the intersection of engineering and investment — fluent in portfolio construction, derivatives valuation, and private-markets allocation as well as distributed systems, data pipelines, and cloud-native architectures:

Quantitative finance — derivatives valuation (Monte-Carlo, Greeks), forward curves, VaR and PnL attribution, portfolio construction
Signal generation — research-ready datasets, backtest performance, Python data pipelines (incl. an Airflow platform for 200+ ingestion pipelines), research-to-production discipline
Trading systems — live price feeds, risk engines, CTRM-coupled analytics, reliable operations traders can depend on

Education

CFA Institute — CFA Charterholder (April 2026), Private Markets pathway. Practical Skills Modules: Portfolio Development & Construction (2026), Python / Data Science & AI (2025), Financial Modelling (2024).
IMT Atlantique — M.Eng., Telecommunications, major in Computer Science.
EURECOM — Tuition Certificate, Network & Software Security.
Lycée Marcelin Berthelot — Classes préparatoires, PCSI–PSI.
SANS Institute — GXPN (licence #460); SEC660 & SEC642 (2014–2018).

Languages: French (native), English (native), German (basic).

Projects & achievements

Systematic trading research platform

Cargill · 2025–present

Quant Engineering Team Lead (since Aug 2026; joined as Senior Quant Engineer Oct 2025) on the Quant / Systematic Trading desk. Highlights: 3+ TB PostgreSQL → AWS Aurora migration that made ~90% of backtest models ≥2× faster (top 10% ≥10×); a new Apache Airflow platform for 200+ ingestion pipelines; VaR and PnL attribution tooling; licensed Bloomberg Terminal user; agentic-driven development workflows for migrations at scale.

quantitative financesignal generationtrading systems

Investment platform integrations

Pictet · 2022–2024

Technical integrator for datahub/ETL instances serving buy-side analysts and an investment management solution for PAM teams, alongside e-signature/e-IDV for e-banking and AML/screening tooling — lowering TCO and failure rates across corporate-function and data-analytics platforms. Operational scale included FTP-transfer self-service (2,000+ jobs) and job-scheduling self-service (60,000+ jobs), plus shared toolset libraries.

quantitative financetrading systems

Cantonal platforms integration

OCSIN (via JEMS) · 2024–2025

End-to-end ownership of the application integration process (architecture to production): Control-M chains, deployment pipelines with 80–85% redundant code removed, 2 applications reintegrated from scratch, and the GoCD deployment framework — serving IAM, HR, and education domains with the same reliability discipline as trading-floor systems.

trading systemssignal generation

Production platforms & developer velocity

OCSIN · Pictet · BNP Paribas · Vitol · 2019–present

Staff-level platform work: CI/CD for 50+ developers worldwide, Confluent Kafka for live price feeds, Kubernetes reference architectures, ELK observability. At Pictet, member of a staff-engineer group tackling technical debt and lifting teams’ technical maturity; supervisor and trainer on integration & DevOps practice.

signal generationtrading systems

Core risk engine & price curves

Vitol · 2020–2022

Delivery of a core risk engine (Monte-Carlo simulations, Greeks for futures valuation), a curves search/plot engine for actual/forward/forecast prices, and Qlik BI apps for risk & PnL tightly coupled to the CTRM — plus the CI/CD and Kafka feed infrastructure (ICE Brent, NYMEX WTI) behind them.

quantitative financetrading systems

Voyages, vessels & refinery operations