James Medou, Ph.D.

Dr James Medou is a pioneer in quantitative finance with a focus on alternative investment, portfolio allocation, Risk‐Management and Fintech. Throughout his long career, he has successfully designed and implemented proprietary algorithms seeking to understand the nature of financial processes and phenomena, and dictating portfolio allocations shifts. He hold a PhD in Physics from Pierre & Marie Curie university in Paris – with a specialization in massive data and parallel processing from VLSI design – and is a graduate from Telecom Paris.