About me
French and Swiss second-year Master’s student in Data Science at EPFL, with a minor in Financial Engineering. I have a strong background in mathematics, programming, and applied machine learning, with interests spanning data science, quantitative finance, and LLMs. I’m particularly drawn to systematic investing, derivatives, and risk modeling. I completed an AI internship at Adequasys and currently work part-time in IT support at EPFL (Poseidon). Curious, adaptable, and detail-oriented, I enjoy solving complex problems at the intersection of technology and finance.
🎓 Education
École Polytechnique Fédérale de Lausanne (EPFL)
M.Sc. in Data Science with a Minor in Financial Engineering
📍 Lausanne, Switzerland — 2024 – Present
École Polytechnique Fédérale de Lausanne (EPFL)
B.Sc. in Communication Systems
📍 Lausanne, Switzerland — 2020 – 2024
Lycée Louis Lachenal
French Scientific Baccalauréat with Honours (Mention Très Bien)
📍 Annecy, France — 2017 – 2020
💼 Experience
Poséidon
Coach at the Poseidon IT Department at EPFL
📍 Lausanne, Switzerland — Sep. 2025 – Present
- Training and mentoring of new Helpdesk Assistants.
- Acting as a point of reference for technical and organizational questions.
- Coordinating best practices to improve service efficiency and knowledge sharing.
Level 1 and 2 Support in the Poseidon IT Department at EPFL
📍 Lausanne, Switzerland — Sep. 2024 – Sep. 2025
- Provided technical assistance to students and staff to resolve IT issues.
- Diagnosed and repaired computers, addressing both hardware and software aspects.
Adequasys
Artificial Intelligence Intern
📍 Chavannes-de-Bogis, Switzerland — Jul. 2024 – Aug. 2024
- Design, development, and deployment of a chatbot on Teams using Copilot Studio for managing absence requests and accessing employee information.
- Integration of Adequasys’ internal API to retrieve and process data in real-time.
- Optimization of chatbot interactions using advanced prompting techniques and generative AI.
- Implementation of a secure authentication system via JWT and Microsoft Entra ID.
- Writing detailed and structured documentation to ensure effective knowledge transfer.
EPFL Artificial Intelligence Laboratory (LIA)
Teaching Assistant - Artificial Intelligence at EPFL
📍 Lausanne, Switzerland — Feb. 2024 – Jun. 2024
- Answered students’ questions to clarify course concepts and guided them in solving exercises.
- Participated in grading assignments and exams, as well as monitoring tests.
EPFL Laboratory for Quantum Gases (LQG)
Teaching Assistant - Mechanical Physics at EPFL
📍 Lausanne, Switzerland — Sep. 2022 – Dec. 2022
💼 My projects
-
📈 OCP Statistical Arbitrage on S&P 100
📍 EPFL – Master in Financial Engineering, Year 2 (2025)
Statistical arbitrage strategy based on the Optimal Causal Path (OCP) algorithm, applied to high-frequency tick-level data (BBO) of S&P 100 constituents to identify lead-lag relationships.
-
🕵️♂️ Insider Trading Intensity and 8-K Filings
📍 EPFL – Master in Financial Engineering, Year 2 (2025)
Analysis of Informed Trading Intensity (ITI) around 99k+ SEC Form 8-K filings using Fama-French event studies and NLP (FinBERT & Mistral AI) to analyze the relationship between Informed Trading Intensity (ITI) and asset prices.
-
📊 International Diversification & Multi-Asset Strategies
📍 EPFL – Master in Financial Engineering, Year 1 (2025)
This project evaluates the benefits of international diversification and dynamic asset allocation strategies, combining global equity indices and currency overlays. We implement equal-weight, risk-parity, and mean-variance portfolios, and enhance them with momentum, reversal, carry, and dollar strategies. Performance is assessed through backtests and Fama-French factor regressions from 2002 to 2024.
-
🪙 Crypto Carry Trade Strategies with Perpetuals, Staking and Pendle
📍 EPFL – Master in Financial Engineering, Year 1 (2025)
This project investigates delta-neutral crypto carry trade strategies combining perpetual futures, staking mechanisms, and tokenized yield via Pendle Finance. We analyze historical performance, market resilience, and risk profiles across major crypto events from 2019 to 2024.
-
📈 Market Risk Modelling - VaR, ES & Copulas
📍 EPFL – Master in Financial Engineering, Year 2 (2025)
Comprehensive market risk analysis focusing on Value-at-Risk (VaR), Expected Shortfall (ES), and cross-asset dependence modeling using Copulas for a portfolio of liquid stocks.
-
🧠 LiSoViMa: An Educational LLM Assistant
📍 EPFL – Master in Data Science, Year 1 (2025)
LiSoViMa is a modular and optimized educational language model built for STEM-related multiple-choice question answering (MCQA). The project explores supervised fine-tuning (SFT), quantization, retrieval-augmented generation (RAG), and preference-based alignment (DPO) using Qwen3-0.6B-Base. We benchmark the performance, cost-efficiency, and alignment of each variant using curated STEM datasets and preference feedback.
👉 See all my projects on the Projects page.
📬 Contact
Feel free to reach out to me for any inquiries, collaborations, or just to say hello!
Email: contact@matthiaswyss.fr
LinkedIn: linkedin.com/in/matthiaswyss
GitHub: github.com/matthias-wyss
Tel: +33782836003