Alexandre Duhamel is a Quantitative Researcher at One River Asset Management, where he focuses on quantitative research, strategy evaluation, and production infrastructure for systematic strategies. Prior to joining One River, Alexandre worked in the Quantitative Investment Strategies group at LGT Capital Partners, where he developed model-risk and strategy-evaluation tools for systematic portfolios, including Beyond-Sharpe performance diagnostics, overfitting and selection-bias controls, and Bayesian uncertainty-aware forecasting cones. Previously, Alexandre worked in LGT Private Banking’s Quantitative Analysis Switzerland group, where he researched digital assets using factor models and valuation frameworks including Stock-to-Flow and Quantity Theory of Money. Alexandre holds an M.S. in Operations Research, with honors, from Columbia University, where he graduated with a 4.0 GPA and received departmental and leadership fellowships, and an Engineering Diploma in Computer Science, Applied Mathematics, and Financial Engineering from Grenoble INP – Ensimag, France’s leading engineering school specializing in Computer Science and Applied Mathematics, where he graduated top of his class.