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LucasSt04/README.md

Hi, I'm Lucas Stalter 👋

Financial Engineering Student @ ESILV Paris La Défense | M1 - Gap Year
Currently interning as Developer & Financial Analyst @ Banque de France 🏦
Seeking a 6-month internship starting October 2026

LinkedIn Email

🧠 About Me

I'm a quantitative finance student passionate about the intersection of financial markets, mathematical modeling, and software engineering. My work spans option pricing, algorithmic trading, portfolio optimization, and data engineering — always with a focus on production-ready, rigorous implementations.

  • 🏦 Currently building bond valuation models and ETL pipelines at Banque de France
  • 📐 Strong background in stochastic calculus, derivatives pricing, and risk metrics
  • 💻 Comfortable across the full stack: from VBA macros to C++ pricers to cloud-deployed Streamlit dashboards

🛠 Tech Stack

Languages
Python C++ VBA SQL R

Libraries & Tools
Pandas NumPy Scikit-learn Streamlit GCP Bloomberg

Finance
Black-Scholes · Binomial Trees (CRR) · Greeks · VaR · Backtesting · ETL Pipelines · Bond Valuation · Machine Learning

📌 Featured Projects

Project Description Stack
📊 Quantitative Portfolio Dashboard Production-ready backtesting engine & portfolio optimizer — deployed on GCP Python · Streamlit · GCP
🌍 Commodity Trading & Risk Analysis Dynamic trading strategies on commodities with VaR & backtest engine Python
🤖 QRT ENS Data Challenge ML pipeline predicting stock return directions on 400K+ observations Python · Scikit-learn
⚙️ C++ Option Pricer High-performance option pricer: Black-Scholes & CRR — 10K+ options/sec C++ · OOP
📈 VBA Option Pricer Excel/VBA pricer with Greeks, BS convergence & structured products VBA · Excel
🔋 Lithium Market Analysis Commodity market modeling & trading strategies on lithium Python · Jupyter

📬 Let's connect

Open to quant finance, data engineering, and financial modeling internship opportunities.
Feel free to reach out on LinkedIn or by email.

Pinned Loading

  1. Commodity-Markets-And-Models Commodity-Markets-And-Models Public

    Lithium commodity market analysis and trading strategies - Python

    Jupyter Notebook 1

  2. Commodity-Trading-Risk-Analysis Commodity-Trading-Risk-Analysis Public

    Commodity trading strategies and associated risk analysis - Jupyter Notebook

    Python 1

  3. Cpp_Option_Pricer Cpp_Option_Pricer Public

    C++ implementation of option pricing models - Black-Scholes, Monte Carlo and CRR binomial tree

    C++ 1

  4. QRT_Challenge_ENS QRT_Challenge_ENS Public

    The project is a machine learning solution for the QRT Ensemble Data Challenge focused on predicting the direction of residual stock returns in the U.S. market. The goal is to detect weak predictiv…

    Jupyter Notebook 1

  5. Quantitative-Portfolio-Dashboard Quantitative-Portfolio-Dashboard Public

    Production-ready quant research platform with backtesting engine and portfolio optimizer - deployed on GCP with Streamlit

    Python 1

  6. VBA-Excel-Option-Pricer VBA-Excel-Option-Pricer Public

    European & American option pricing using CRR Binomial Tree in VBA/Excel - Greeks, Black-Scholes convergence and structured products

    1