Paul-Emile Landrin is a confirmed quantitative analyst and data scientist with experience in the financial industry. He led the delivery of quant & data analytics projects in the US and Europe for various financial firms – Top 10 US Bank, European GSIBs, Asian GSIB, leading cryptocurrency exchange. Prior to working in capital markets, he worked as a data scientist in the technology & management consulting practice.

Paul-Emile has experience leading cross-functional teams throughout the entire model lifecycle: data engineering, developing custom models, deploying models to production, performing validation and transferring models to business users. He has domain expertise in model risk management (SR 11-7) compliance and best practice.

Paul-Emile earned a BSc in mathematics and physics from the College of Stanislas, Paris, He was awarded an MSc in applied mathematics from Ecole Polytechnique, Paris and an MSc in data science from Harvard University.