Juliette Ould-Aklouche

Juliette Ould-Aklouche is a Quantitative Researcher at Walleye Capital in New York, where she focuses on developing and implementing advanced quantitative strategies within the finance sector. Her role involves creating models to generate alpha across a variety of asset classes, including equities and volatility, leveraging sophisticated mathematical and statistical techniques to support Walleye’s multi-strategy platform.

Prior to joining Walleye Capital in 2024, Juliette held a quantitative research position at Capstone Investment Advisors and gained multi-asset portfolio management experience during her internship at BlackRock. Her expertise lies in quantitative finance, with a particular emphasis on cross-asset analytics and risk modeling, which she has applied across both buy-side and asset management environments.

Juliette holds a Master's degree in Financial Engineering from the University of California, Berkeley, Haas School of Business, and a Master's in Statistical Modelling from Télécom SudParis. She has a strong grounding in mathematical methods from her preparatory studies in France and has contributed to promoting diversity in finance research, as noted by her profile in initiatives supporting women in quantitative finance.