DUBARRY Cyrille Date of birth : Nationality : Email : Telephone number :
June 5th, 1985 French cyrille [at] dubarry.eu.com (contact me for complete CV)
Address: (contact me for complete CV) 75002 Paris France Website: http://www.dubarry.eu.com
WORK EXPERIENCE January 2014 – present
Senior datascientist/Technical lead at Criteo Paris, France Responsible for creating new machine learning prediction models. Dataset design and analysis. Statistical modelling. Validation in production. November 2012 R&D engineer at Criteo Paris, France – December 2013 Big data offline processing and real time usage to forecast behaviour of internet users. Implementation, improvement and analysis of recommendation algorithms. August 2009 PhD thesis at Telecom SudParis (highest distinction “Très honorable”) Evry, France – October 2012 Smoothing and estimation methods in hidden variable models through sequential Monte-Carlo methods – Directed by Randal Douc. Application to time series analysis, smoothing and filtering. November 2008 Interest rate quantitative structurer at Goldman Sachs London, United Kingdom – April 2009 Analysed Interest Rate strategies for Pension and Insurance. April 2008 Off-cycle quantitative internship at Goldman Sachs London, United-Kingdom – October 2008 Studied and implemented a hybrid IR-credit model in the Emerging Markets department. Summer 2007 Summer quantitative internship at Société Générale Paris, France Studied different local volatility evaluation methods in the Stock and Index Derivative department. EDUCATION 2007 – 2008 2005 – 2008
2003 – 2005
DEA El Karoui, MSc of « Probability and Finance » of Paris VI Pierre et Marie Curie University, Jussieu, summa cum laude Paris, France Directed by Nicole El Karoui, Gilles Pagès, and Marc Yor. Telecom ParisTech Paris, France One of France’s leading engineering schools in the Grandes Ecoles system, ParisTech member. Equivalent to a top-tier University specializing in engineering studies. C++ project: Online exotic option pricer. http://pricer.dubarry.eu.com (in French) Nationwide competitive exam preparation, Lycée Pierre de Fermat Toulouse, France RESEARCH
Calibrating the exponential Ornstein-Uhlenbeck multiscale stochastic volatility model C. Dubarry, R. Douc – Quantitative Finance (2013) Non-asymptotic deviation inequalities for smoothed additive functionals in non-linear state-space models C. Dubarry, S. Le Corff – Bernoulli Journal (2013) Particle approximation improvement of the joint smoothing distribution with on-the-fly variance estimation C. Dubarry, R. Douc On parallel implementation of Sequential Monte Carlo methods : the island particle model C. Dubarry, P. Del Moral, E. Moulines – Statistics and Computing (2013) Confidence intervals for AB-tests C. Dubarry – Submitted to Journal of Machine Learning Research (2015) TEACHING 2010 – 2012 2010 – 2011 2009 – 2010
Tutorial class: Stochastic calculus and Monte-Carlo methods applied to finance MSc level at Telecom SudParis (engineering school – Evry, France) Probability practicals Bachelor level at ENSIIE (engineering school – Evry, France) Tutorial class: Markov chains Bachelor in Economy and Management at Paris-Dauphine University (Paris, France) LANGUAGES
French English Spanish
Native speaker Fluent Intermediary level COMPUTER SKILLS
Systems Languages Other
Windows, Linux, Hadoop C#, Hive, Python, VBA, HTML, Javascript LaTeX INTERETS – OTHER
Science in general and new technologies Aquariophilie, scuba-diving Driving licence
