Philippe conducts research in applied machine learning and is specialized in time series modeling. He completed his PhD in computer science at the University of Sherbrooke where his research focused on developing time series models with adaptive computation. At Riskfuel, Philippe, works at accelerating the evaluation of model used to price structured product in capital market. Before joining Riskfuel, he worked at Laplace Insights as the lead machine learning researcher developing time series model for Dynamic Global Macro and low-volatility ESG portfolio strategies and at the financial innovation and risk management Labs at McGill.