Alexandre
Tilly

New York, New York

Welcome

This is my portfolio. Here, you will find a curated overview of my research, projects, and professional experience across finance, consulting, and quantitative analysis. This space is designed to highlight my work, provide insights into my approach to problem-solving, and showcase contributions to both academic, professional, and applied projects.

Thank you for visiting, and I invite you to explore all content presented here.

Applicable Skills & Work Experience

Business Strategy & Transformation

  • Strategic analysis and market assessment
  • Operational diagnostics and process improvement
  • Data-driven decision making and performance evaluation
  • Translating insights into actionable recommendations
  • Problem-solving within cross-functional and collaborative environments
  • Business/financial modeling and scenario planning
  • Identifying opportunities for organizational transformation and growth

    • Quant Finance

  • Statistical modeling and data analysis
  • Algorithmic and event-driven trading strategies
  • Time series analysis and forecasting
  • Risk measurement and management, including Value-at-Risk (VaR)
  • Financial instrument pricing and portfolio construction
  • Python, R, and MATLAB for quantitative research
  • Backtesting strategies and evaluating performance metrics

    • Mathematical Modeling

  • Formulating and analyzing mathematical models for real-world problems
  • Applying calculus, linear algebra, and differential equations to model systems
  • Optimization techniques, including linear, nonlinear, and stochastic methods
  • Simulation and scenario analysis for complex systems
  • Translating theoretical models into computational solutions
  • Using Python, MATLAB, and R for numerical modeling and visualization
  • Validating models and interpreting results to inform decisions

    • Highlighted Projects

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    NYC Weather Forecasting - Kalshi

    Event Forecasting & Weather Predictions

    Myself and a small team embarked on a strategy to implement an active strategy within Kalshi reagarding weather contracts in NYC. We scrapped publically available data and quasi-public data in order to aggregate the data to create a probabilistic model to predict the rain forecast for the following day

    We leveraged Python to code this project and created an indicator and improved the signal by 5% which resulted in our model being correct around 85% of the time.

    Quantitative Finance & Event Derivatives, Data Science & Statistical Modeling, Weather & Environmental Data Analysis.

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    Crisis Investing

    Trading Strategy Integration

    During my time at FTI Consulting, on the side, I created a systematic equities strategy that executes through Interactive Brokers workstation, which encapsulates the "flee to quality" framework during times of distress. Work involved scraping, aggregating and validating data.

    This strategy captures post-crisis broad rebounds, various equity crisis factors, and monthly indicator screenings.

    Quantitiative Research & Modeling, Systematic Strategy Development, Software Engineering & Data Infastructure, Portfolio Constuction & Execution, Macro & Regime-Based Analytics.

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    Company Valuations

    Understanding Enterprise Value of Public Companies

    Conducted Multiple valuations of companies (AAPL, MSP, WMT, etc) using precedent transactions, comparable companies, and DCF. Assessed the enterprise value, equity value, and investibility of company using fundamental analysis. Created accompanying powerpoint presentations.

    Financial Modeling & Valuation, Fundamental Equity Research, Comparative & Competitive Benchmarking, Scenario & Scenativity Analysis, Presentation & Communication

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