AM
AMAËL MOMBEREAU
Amaël Mombereau

Amaël Mombereau

PhD in Biophysics · Computational Biology & Data Science · Machine Learning

📍 Bordeaux, France ✉️ mombereauamael@gmail.com 📱 +33 7 81 65 52 21
BIOPHYSICS • MACHINE LEARNING • QUANTITATIVE RESEARCH

Modeling complex systems
to build data-driven trading & research

I am a postdoctoral researcher in biophysics and AI, with a PhD in Physics and experience in computational modeling, biomedical signal processing, and algorithmic trading. I am now transitioning into quantitative research and systematic trading.

📌 Bordeaux, France 🎓 PhD in Biophysics – University of Bordeaux ⚙️ Python · ML · Time-series · Quantitative modeling
About

From biophysics to systematic trading

During my PhD in biophysics at the University of Bordeaux, I studied how mechanical forces shape stem-cell differentiation using microfluidic systems, advanced microscopy and mathematical modeling. This work required high-dimensional data analysis, statistical inference and robust simulations.

I then completed a certified AI and Data Science program at CentraleSupélec & OpenClassrooms, and I am currently a postdoctoral researcher at IHU Liryc, where I develop machine-learning-based ECG imaging methods and deep learning algorithms for patient-specific electrode localization.

Since 2022, I have been actively studying financial markets and designing algorithmic trading strategies, experimenting with reinforcement learning, FinRL frameworks and LLM-guided information processing. I now seek to bring this experience to a quantitative research team.

Data-driven modeling Machine learning & deep learning Time-series & signal processing Scientific rigor & experimentation Algorithmic trading
Currently

What I’m working on now

Non-invasive ECG imaging @ IHU Liryc

Developing ML-based ECG imaging pipelines to detect and localize arrhythmogenic substrates from non-invasive measurements, including deep learning models for patient-specific electrode localization and epicardial potential reconstruction.

Systematic trading & quantitative research

Designing and backtesting equity strategies using reinforcement learning frameworks and LLM-assisted information processing, maintaining a virtual portfolio since 2022 and actively exploring roles in quantitative research and systematic trading.

Experience

Scientific & AI-driven research

Experience

2023 – present · IHU Liryc
Postdoctoral Researcher – ECGI
  • Development of a non-invasive method for detecting and localizing arrhythmogenic substrates on the heart.
  • Machine learning–based ECG imaging development and validation.
  • Deep learning algorithm for patient-specific electrode localization.
  • Postdoctoral representative in laboratory and committees (IHU/CHU).
2022 – present · Independent Quantitative Trading
Quantitative Trader
  • Development of algorithmic trading strategies for retail investors.
  • Backtesting of equities, ETFs, and crypto strategies using Python.
  • Virtual account portfolio management since 2022.
  • Implementation of risk-management rules (drawdown, volatility targeting).
2022 – 2023 · CentraleSupélec & OpenClassrooms
AI Engineer Projects
  • Automatic classification of consumer goods.
  • Image classification / biomarker prediction / genetic disorder classification.
  • Deep hybrid modeling of cell culture dynamics.
2017 – 2022 · LP2N, University of Bordeaux
PhD in Biophysics
  • Determination and characterization of mechanotransduction in adipose-derived stem cells.
  • Development of microfluidic systems (cell encapsulation systems).
  • Applied mathematical and physical modeling to predict cell dynamics.
  • Automated image processing and analysis for 2D/3D microscopy.

Education

Academic path in physics, lasers, and AI.

2022–2023 · AI Engineer – CentraleSupélec & OpenClassrooms 2017–2022 · PhD in Physics – University of Bordeaux (LP2N) 2015–2017 · Master in Laser Physics, Materials & Nanosciences 2024–2025 · Quantitative Modeling & Financial Risk Management – UPenn & Columbia

Languages

French – Native English – Professional

Outside of work

What keeps me curious and creative.

Climbing Programming side-projects 3D printing Trading & financial markets
Quantitative trading

Systematic & data-driven strategies

Since 2022, I have been independently developing systematic trading strategies across equities, ETFs, and cryptocurrencies. My work spans the full quantitative pipeline from data ingestion, cleaning, and feature engineering to signal construction, risk modeling, and robust backtesting using Python. I build models operating on multiple time horizons, including intraday/day trading algorithms, swing and intra-week strategies, and long-term investment systems. These strategies combine market-structure features, technical indicators, volatility measures, and pattern dynamics with integrated risk controls such as position sizing rules, volatility targeting, and drawdown constraints.

I also design custom algorithmic strategies for individual investors, translating quantitative concepts into practical and reliable rule-based investment systems tailored to different risk profiles and time horizons.

Reinforcement learning Backtesting & risk analysis Equity Long/Short Portfolio optimization Signal engineering
Quantitative trading strategy performance

Backtest example of a systematic equity strategy with technical signals, trade points, equity curve and normalized comparison. SPY with 20× leverage, traded weekly.

Skills

From physics & biology to AI & quant

Programming

Daily-driver: Python, with strong scientific computing background.

Python C++ R Matlab SQL Bash

Machine Learning & Data Science

End-to-end modeling from preprocessing to deployment.

Scikit-learn TensorFlow Keras PyTorch Pandas Matplotlib NLTK

Quant & Engineering Tools

Bridging quantitative models, APIs and infrastructure.

QuantLib Backtrader FinRL (experiments) Docker FastAPI YOLO RDKit Git & GitHub

Physics & Biophysics

Experimental and theoretical background.

Optics & lasers Statistical physics Microfluidics Polymer physics Signal processing Bioinformatics
Scientific & Quant Portfolio

Selected projects

Quant & Systematic Trading

Reinforcement-learning-based equity strategy

Design and backtesting of equity strategies using FinRL-style reinforcement learning frameworks combined with LLM-based information filtering for risk-aware decision-making. Deployed on a virtual portfolio since 2022 with consistently positive performance.

Biomedical ML

ECG imaging & arrhythmia substrate mapping

ML-driven ECG imaging pipelines reconstructing epicardial potentials and localizing arrhythmogenic substrates from non-invasive measurements, with deep learning models for patient-specific electrode localization.

Computer Vision

Image-based biomarker prediction

Deep learning pipelines for image classification and biomarker prediction, including training, evaluation and deployment-ready code.

NLP & APIs

Tag suggestion API for text streams

End-to-end tag recommendation system for textual data, exposed via a FastAPI backend that serves real-time tag suggestions.

Contact

Let’s talk about research & quant

If you are looking for someone who combines a rigorous scientific background with hands-on machine learning and a genuine interest in financial markets, feel free to reach out.

The easiest way to contact me is by email, but you can also connect on LinkedIn or explore my technical work on GitHub.

Email: mombereauamael@gmail.com
Phone: +33 7 81 65 52 21
GitHub: AmaelMombereau