NB

Ndoumbé Bayo

MS Data Science student · Quantitative finance and machine learning

Paris, Île-de-France, France

@ndoumb_bayo

0 followers

🎓 MS in Data Science at ENSAE Paris - Polytechnique Institute (IP PARIS) · Graduating 2027

About

Graduate student in data science with a background in mathematics and computer science, focusing on quantitative finance, machine learning, and statistical modeling. Experience includes research projects in portfolio optimization, NLP, and trading strategy development using Python and related analytical tools.

Education

  • MS in Data Science
    ENSAE Paris - Polytechnique Institute (IP PARIS)
    Awarded by ENSAE Paris
    Data Science · Sep 1998 – Dec 2027
  • Master's in Modeling and Mathematical Methods in Applied Finance (MMMEF QF)
    Paris I Panthéon-Sorbonne University
    Awarded by Paris I Panthéon Sorbonne
    Quantitative Finance · Sep 2023 – Jun 2025
  • Bachelor's in Mathematics and Computer Science
    Paris I Panthéon-Sorbonne University
    Awarded by Paris I Panthéon Sorbonne
    Mathematics and Computer Science · Sep 2020 – Jun 2023

Skills

Tools / apps / platforms

<3 months <3 months Just getting started - under three months. This is also what shows when a level has not been set.
Git Hugging Face

Languages

Native / Bilingual Native / Bilingual Their first language, or as strong as one.
French Speak
Fluent Fluent Comfortable using it for work.
English Speak
Conversational Conversational Can hold an everyday conversation.
German Speak

Projects

  • Option Pricing - Numerical Methods & Malliavin Calculus
    Black-Scholes, finite difference schemes, Monte Carlo

    Priced European and American options and analyzed numerical stability, convergence, and boundary conditions.

  • Portfolio Optimization Research
    particle filter, sequential Monte Carlo, Black-Litterman

    Built a stochastic control framework for capital allocation under uncertainty and backtested classical, Bayesian, and Black-Litterman strategies.

  • Deep Learning Statistical Arbitrage - Cryptocurrencies
    PCA, Fama-French 5-factor model, CNN, Transformer

    Built datasets of residual portfolios and compared CNN + Transformer models to predict optimal trading weights using Sharpe and Sortino objectives.

  • NLP Analysis of Political Discourse in French Elections (1973-1993)
    LDA, BERTopic, CamemBERT, DistilCamemBERT, TF-IDF, cosine similarity, hierarchical clustering, PCA

    Analyzed 15,762 candidate manifestos to identify party themes, measure proximity, and evaluate discourse on unemployment versus real unemployment rates.

  • APICIL Data Challenge - 30-Day Insurance Churn Prediction
    LightGBM, Optuna, INSEE data

    Developed a LightGBM model to predict insurance contract cancellations within a 30-day horizon, achieving a 0.92 ROC-AUC and 71% recall. Engineered customer, pricing, and macroeconomic features and designed a risk-based customer retention strategy.

🎯 Hobbies & interests

  • TV Series
  • Reading
  • Anime

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