Thierry Moudiki, PhD

Machine Learning • Time Series Forecasting • Financial & Climate Risk Modeling

Summary

Senior Data Scientist, Actuary, and Researcher specializing in machine learning, time series forecasting, and financial modeling. Founder and lead of Techtonique LLC (Delaware, USA), selected for the Microsoft for Startups program. PhD from Université Lyon 1 with expertise bridging academic research, open-source software development, and practical financial applications. Creator of widely-adopted R and Python packages downloaded over 1 million times, with research presented at leading international conferences including the International Symposium on Forecasting and published in peer-reviewed venues.

Professional Experience

Founder & Analytics Professional
Techtonique LLC
September 2019 - Present
Leading research and development in statistical machine learning, computer simulation, and numerical optimization. Created Techtonique web app for data-driven decision-making using Mathematics, Statistics, ML, and Data Visualization. Member of the Microsoft for Startups community. Developed widely-adopted open-source packages including nnetsauce (>1M downloads).
Tutor
Université Paris Dauphine - PSL
September 2023 - June 2024
Supervised MSc students for their actuarial thesis projects, providing guidance on advanced statistical methods and research methodologies. Student work on RVFLs received awards from the French Institute of Actuaries.
Lecturer
ICN Business School
September 2023 - December 2023
Greater Paris Metropolitan Region
Taught Data Analysis to MSc final year students, covering statistical methods, machine learning techniques, and practical applications in business contexts.
Lecturer
Université Paris-Dauphine | Tunis
September 2022 - September 2023
Grand Tunis Metropolitan Area
Taught Numerical Simulation in Quantitative Finance and Insurance, covering Monte Carlo methods, stochastic processes, and computational techniques.
Postdoctoral Researcher
Université Claude Bernard Lyon 1
September 2018 - September 2019
Lyon, Auvergne-Rhône-Alpes, France
Research on excess death rates associated with specific insured populations, applying advanced statistical modeling and actuarial methods.
Actuary
Aviva
July 2015 - July 2017
Paris Area, France
Life Actuarial Economic Capital modeling and risk assessment.
Non-Life Reserving
Allianz
April 2015 - July 2015
Technical reserves calculation and validation for non-life insurance portfolios.
Actuarial Consultant
Optimind Winter
September 2011 - February 2015
Provided actuarial consulting services across various insurance and financial projects.
Actuarial Consultant
Premium Consulting
January 2010 - September 2011
Risk Capital Modeling
Allianz Investment Management
April 2008 - September 2009
Developed risk capital models for investment management.

Education

Doctor of Philosophy (PhD) in Actuarial Science
Institut de Science Financière et d'Assurances (ISFA) - Université Lyon 1
2015 - 2018
Dissertation: Interest Rates Modeling for Insurance: Interpolation, Extrapolation and Forecasting
Master of Science (MSc) in Actuarial Science
Institut de Science Financière et d'Assurances (ISFA)
2008 - 2009
Master of Science (MSc) - Research in Actuarial and Financial Sciences
École Centrale de Lyon
September 2007 - September 2008
Master of Engineering (MEng) in Financial Engineering
National School of Computer Science and Applied Mathematics of Grenoble/École Nationale Supérieure d'Informatique et de Mathématiques Appliquées de Grenoble (ENSIMAG)
2005 - 2008

Key Publications & Research

  • Multiple time series forecasting using quasi-randomized functional link neural networks - T Moudiki, F Planchet, A Cousin - Risks 6 (1), 22 2018
  • Sensibilité d’une rente viagère à l’extrapolation de la courbe de taux dans un contexte LTGA - T Moudiki - Bulletin Français d'actuariat 14 (27), 51-81 2014
  • Economic scenario generators - T Moudiki, F Planchet - Modelling in Life Insurance–A Management Perspective, 81-104 2016
  • Interest rates modeling for insurance: interpolation, extrapolation, and forecasting - T Moudiki - Université de Lyon 2018
  • Conformal Predictive Simulations for Univariate Time Series - T Moudiki - Proceedings of Machine Learning Research 266, 751-752 2025
  • Approximation du SRC Equity en Assurance vie dans un modèle interne - T Moudiki - Institut des actuaires 2011
  • Presented at International Symposium on Forecasting 2024 on nnetsauce applications 2024
  • Presented carbon beta and Shapley values research at 18th Financial Risks International Forum (Institut Louis Bachelier / Europlace Institute of Finance) 2025

Professional Distinctions

Reviewer - NeurIPS Workshop 2025
Learning from Time Series for Health - One of the top international conferences in machine learning
Selected Reviewer - AISTATS 2026
Leading ML conference - Selection demonstrates peer recognition in AI research
Associate Member - French Institute of Actuaries
Associate Member (2012-2017, 2021) - Admission requires excellence demonstrated through rigorous national examinations
Member - Société Française de Statistique (SFdS)
Member (2019-2020)
Selected - Microsoft for Startups program
Techtonique LLC selected in 2024 for innovation and distinction

Technical Skills & Expertise

Programming & Tools

  • Python, R
  • Machine Learning Libraries
  • Statistical Computing
  • Data Visualization
  • Apache Spark

Core Expertise

  • Machine Learning
  • Time Series Forecasting
  • Applied Mathematics
  • Quantitative Finance
  • Actuarial Science

Specialized Areas

  • Financial Risk Modeling
  • Climate Risk Assessment
  • Neural Networks (RVFL)
  • Numerical Optimization
  • Computer Simulation

Licenses & Certifications

  • Improving Deep Neural Networks: Hyperparameter Tuning, Regularization and Optimization - Coursera (October 2023) - Credential ID: LEE25YAV65P8
  • Neural Networks and Deep Learning - Coursera (October 2023) - Credential ID: Z4Q9HMCSYB9T
  • Structuring Machine Learning Projects - Coursera (October 2023) - Credential ID: CJKZV2G89N9F
  • Dev Bootcamp Wall Street NYC - Dev Bootcamp (October 2017) - Intensive coding bootcamp focused on full-stack web development and financial technology applications, providing hands-on training in modern software engineering practices for the finance industry.
  • DAT208x: Introduction to Python for Data Science - edX Verified Certificate (June 2017)
  • Introduction to Big Data with Apache Spark - edX Verified Certificate (June 2015)

Online Presence & Resources