Mathieu Delehaye

MSc Financial Mathematics (Part-time)

London, UK

Email: mathieu.delehaye@gmail.com

Phone: +44 7831 254 658

LinkedIn: linkedin.com/in/mathieudelehaye

GitHub: github.com/mathieudelehaye

Professional Summary

Software engineer with 10+ years of experience delivering robust, high-performance systems across cybersecurity, embedded, health tech, and finance. Currently pursuing a part-time MSc in Financial Mathematics at Queen Mary University of London to learn, gain exposure, and transition into the quantitative finance industry, with a strong focus on high-frequency trading (HFT) and asset management. Combining engineering rigour, real-time systems experience, and strong mathematical foundations. Eligible to work in the UK.

Professional Experience

Verimatrix - Senior Software Engineer (Cybersecurity)

| UK

  • Developed C/C++/Python protection tools with SQL for anti-tamper and obfuscation in client software (e.g., JPMorgan, Dolby)
  • Reduced runtime overhead by 50% with a lightweight security mode
  • Contributed to a client-facing React/Python Flask visualisation tool
  • Implemented anti-debugging protections on Android/Linux by bypassing kernel-level restrictions
  • Diagnosed low-level issues using gdb, pdb, Procmon, and Ghidra
  • Refactored Jenkins pipelines to support parallel builds, reducing build times by 25%

Metix Medical - Software Engineer (Digital Health)

| UK

  • Designed ECG digital filters in Python/Numpy/SciPy and implemented in embedded C for DSP
  • Developed C++/Qt software on Yocto Linux, aligned with ISO 13485 and UX specs

Alstom (via Abylsen) - Software Engineering Consultant (Transportation)

| Belgium

  • Developed real-time signalling software in C and PLC (CODESYS) to improve train driver awareness and reduce operational incidents
  • Engineered automatic reconnection with the train's central computer and resolved TCP/CIP buffer overflow issues using Wireshark
  • Increased system robustness and reusability with shared libraries; implemented secure driver authentication using a C-based SHA-1 hashing library

Smals - Project Manager (eGovernment, Finance)

| Belgium

  • Developed Python/SQL tools for automating access to tax and income data
  • Managed projects for finance and healthcare; maintained SOAP services
  • Delivered citizen records to tax authorities and banks

Alpha Technologies - Embedded Software Engineer (Energy)

| Belgium

  • Built embedded C#/.NET systems with CAN and TCP for power monitoring
  • Designed load balancing algorithm that reduced energy loss by 15%

Projects

FintechModeler

| github.com/mathieudelehaye/FintechModeler

Python/Pandas/C++ app to price European options using Black–Scholes and binomial models; GUI and REST API deployed on Azure.

Education

MSc Financial Mathematics (part-time), expected First-Class

Queen Mary University of London |

Modules: Mathematical Modelling in Finance, Advanced Derivatives Pricing and Risk Management (hedging, diversification and mean-variance analysis, utility maximisation), Continuous-Time Models in Finance, Financial Markets and Instruments, Machine Learning with Python, Neural Networks and Deep Learning, C++ for Finance, Advanced Computing in Finance.

MEng Electrical Engineering & Master in Management, 2:1

University of Mons

Modules: Statistics, Signal Processing, Modern Physics, Electronic Systems, Computer Networks, Microeconomics. Finance project: Statistical analysis of quality regulation impact on company ROA/ROS in R. Electronic project: LCD scrolling message display using Xilinx Spartan FPGA and Verilog; debugged and optimised with logic analyser. Dissertation: Unsupervised ML for tumour detection in medical imaging using K-means and transforms (Fourier, Cosine, Wavelet).

Skills & Certifications

Languages

English (C1), French (native), Dutch (intermediate)

Technical Skills

Python (5 years), NumPy, Pandas, SciPy, C++, Embedded C, C#, SQL, Bash, VBA/Excel, Bluetooth, TCP/IP, CAN bus, Linux, DSP, real-time systems, multithreading (pthreads, std::thread), gdb, pdb, Procmon, Ghidra, Jenkins, Docker, Git, Kubernetes, AWS (EC2, S3), Azure, REST APIs, React, scikit-learn, MATLAB, R, Bloomberg Terminal, statistical testing, mathematical modelling for finance, Agile/Scrum, CI/CD pipelines, communication, problem-solving

Certifications

Bloomberg BMC, ITIL Foundation