Martin Blais is a highly experienced research engineer with a focus on machine learning and simulation in industry-scale projects. With a significant amount of experience working on quality and quantitative problems in finance, online advertising, and computer graphics, Martin is an expert in algorithmic trading, numerical computing, low-latency programming, and concurrent systems implementation. Throughout his career, Martin has worked in environments with a fast pace of unpredictable change and has a talent for creating orderly and well-defined systems. He enjoys working at the intersection of application and research, bringing unusual technology with the potential to disrupt to his work.

Martin has an M.S. from Université de Montréal and studied E.E. at Polytechnique Montréal. He also obtained a Certificate in Quantitative Finance from the CQF Institute. Currently, Martin is employed at a financial institution where he is working on the application of deep learning, distributed processing, and algorithmic trading and pricing.