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QuantMinds International
16 - 19 November 2026
InterContinental O2London

Florian Bourgey
Quantitative Researcher at Bloomberg LP
Speaker

Profile

Florian Bourgey is a quantitative researcher on the Quantitative Research team at Bloomberg L.P., New York.

His research focuses on Monte Carlo methods, volatility modeling, climate and credit risk, and machine learning.

He holds a Ph.D. from Ecole Polytechnique and serves as an adjunct professor at New York University. He is also a maintainer of SciPy, a widely used open-source Python library for scientific computing.

Agenda Sessions

  • Calibration of short-dated options

    11:20