Anatole Le

anatole . le at gmail . com
ale44 at cs . mcgill . ca

I am working at Citigroup in Hong Kong in the Algorithmic Trading Group. I previously worked at Merrill Lynch as Assistant Vice President in Algorithmic Trading and also at Desjardins Asset Management as Portfolio Manager in the Quantitative Group developing equity trading strategies and managing quantitative funds. I also had prior work experience at Morgan Stanley, IBM, Side Effects Software and Nortel.

My educational background includes a Master's degree in Mathematical and Computational Finance at Université de Montréal. In my M.Sc. Work Report, I developed a linear multifactor model for the REITs market used in portfolio construction.

Previously, I completed a M.Sc. degree in Computer Science at McGill University in the Sable Compiler and Concurrency Lab, a research group led by Dr. Laurie Hendren. In my M.Sc. thesis, I investigated the impact of side-effect analysis in compiler optimizations for Java and presented a paper on this work at the Conference on Compiler Construction 2005.

In 2002 I earned a B.Math. (Dean's Honours List) in Computer Science at University of Waterloo. In 2000 I participated in an exchange program abroad, where I studied at Hong Kong University of Science & Technology and worked as a Research Assistant in the Center for Experimental Business Research.

In 2003-2004 I played for McGill's Tennis team. Other hobbies include poker, chess and travels (East Africa, South-East Asia and Eastern Europe). I speak French (fluent), English (fluent) and Vietnamese (intermediate).

M.Sc. Work Report (Mathematical and Computational Finance - Université de Montréal)
  • Anatole Le, A Linear Multifactor Model for REITs Selection Using Gradient Maximization, M.Sc. Work Report, DIRO, Université de Montréal, December 2006. [report]
M.Sc. Thesis (Computer Science - McGill University)
  • Anatole Le, Using Inter-Procedural Side-Effect Information in JIT Optimizations, M.Sc. Thesis, School of Computer Science, McGill University, May 2005. [thesis] (BibTeX)
  • Anatole Le, Ondřej Lhoták, Laurie Hendren, Using Inter-Procedural Side-Effect Information in JIT Optimizations, Compiler Construction: 14th International Conference, CC 2005, Edinburgh, Scotland, April 2005. [paper ps pdf] [slides presented] (BibTeX) © Springer
  • Anatole Le, Ondřej Lhoták, Laurie Hendren, Using Inter-Procedural Side-Effect Information in JIT Optimizations, Technical Report 2004-5, Sable Research Group, McGill University, October 2004. [tech report]

(Member 2003 - 2005)
Soot - Sable's Object-Oriented Toolkit - a framework for analysis and transformation of Java.
Last updated: Oct 2010