About

I graduated in Financial Engineering at ESILV supervised by Prof. Cyril Grunspan in Paris. I did my undergraduate studies in Mathematics in Lyon

I am currently working as a Systematic Market Making Strategist at Goldman Sachs in London.

My tasks are to write, maintain, and monitor the on-exchange trading algorithms for the futures agency business along with algorithms used by in-house traders in the interest rate products and commodities trading groups. Our algorithms trade futures, futures options, and various exchange traded interest rate products such as bonds and interest rate swaps.

I am mostly using Python, C++ & recently Java. In terms of Finance, I am involved in Financial Engineering & others projects concerning algo trading. I have many tech hobbies such as Blockchain and Artificial Intelligence . I am really into it since 3 years by reading about it concerning Finance mostly, by attending meetups like Asseth, Hackathons and Conferences . My main open-source projects right now is Open Mined & Ares, an open-source community focused on researching, developing, and promoting tools for secure, privacy-preserving, value-aligned artificial intelligence: OpenMined. Ares is an Data-Vizualisation library for reports purely in python: Ares

What I did for this decentralized private marketplace(OpenMined) was to build a solution on top of Ethermint using truffle to be able to give tokens to people who contributes to enhance a public encrypted machine learning model with their own encrypted data.

Apart from research, I am very passionate about learning. Over the last couple of years, I have been to several hackathons to keep learning about Blockchain technology applied to many use-cases :

• Finance with an telegram trading bot on Poloniex.We finished 3rd of the hackathon. I want to thanks Jerome de Tichey & Stephane Janaka to help with their expertise of the subject.

• Voting by designing an electronic voting system using the Ethereum Blockchain and hosted on the Microsoft Azure platform. We had the opportunity to pitch about solution to the CEO of Microsoft. We have been named as “Inspired people of 2016” by Satya Nadella(Microsoft’s CEO) concerning Blockchain.

• Gaming This project strengthens social interactions between players, and gives everyone in their community a real power of governance! Players have a voting right, for transparent faction management… and as owners of the assets they collect, they can assemble them, transform them, exchange them with other players. You can find the code here

• Art on the Blockchain. Artwork in general, and Crypto Artwork specifically, should be purchasable, accessible and traceable on the blockchain using an iOS app. We used Open Law, Quorum, Azure, Kaleido, MetaMask, Design Thinking, Node.js, and iOS.

• Peer-to-Peer Valuation Marketplace for issuance of digital assets on the Blockchain. This project a valuation platform that rewards users for accurately estimating price of any asset, including previously non-bankable assets, such as a piece of art. The value of the asset is determined based on the wisdom of the crowd, stating that average opinion of the large group of people is more accurate than any expert. The problem with existing valuation solutions is that they are centralised and traditionally made by a few experts, which leads to possible mistakes or manipulations.

Here are the recent projects I have took part into :

• Blockchain Master Course: The goal of was to explore the application of many use-case such as timestamping of data between differents solutions (Opentimestamp, Chainpoint), a smart contract for an ICO and a Bitcoin Explorer . I realized these projects with my colleague Hugo Brunet.

• Cryptofinance Projects: We did many projects during this course. The first was a timestamp study of the bitcoin network based on this paper. The goal was to show that the block’s timestamp distribution is following a exponential law using statistical Analysis . The second part was to develop our own mining algorithm to make sure that the mining time is always 10 minutes and create a exponential law for these series of timestamps. Right now, I am starting a Mining strategies simulator in Python to evaluate Selfish-Mining Strategies in Python using Ares as a reporting tool.

• Corda Audit Application: Once our CordApps is added, the firm has access, via a web interface, to the entire transaction history of the company in question. The recovered information is certified by the Blockchain, so the firm can perform its audit. The audit result is not publicly displayed, only a statement indicates that the company has been audited. Our application is developed in such a way that we have defined three states: a Boolean that indicates whether or not the audit has been performed; a string for the auditor’s name (to see if it can be improved) and an address (in the blockchain sense) of the audited node. These states are initiated by Flows developed in Kotlin. Flows are called via a Json request on an API developed in JavaScript. They drive the information into the application by calling up contracts. The latter check the validity of the argument in order to modify, or not, a report. Flows are called via a Json request on an API developed in JavaScript.

Apart from all this, I love sport, meeting new people, travelling, reading and developing.

Feel free to write to me with any questions or opportunities in Blockchain, Finance & Computer science that you think will interest me at nounahon.j@protonmail.com