Rafael studied fundamental mathematics and computer science at Télécom Paris and obtained a Master’s degree in applied mathematics and machine learning at the Ecole Normale Supérieure Paris-Saclay (MVA). His master’s thesis focused on solving high-dimensional nonlinear partial differential equations using stochastic calculus and deep learning. After graduating, he worked as a quantitative researcher in hedge funds in Paris. During the StatML programme, he wants to broaden his knowledge of advanced statistical methods and apply them to problems in finance. The first project with his supervisors Mihai Cucuringu and Xavier Brokmann (QUBE Research and Technologies) will be about clustering methods and network analysis in financial data time series. In his spare time, he enjoys travelling, watching sports and discovering new cultures.
Rafaël Brutti
