Curriculum vitae

Bob Pepin

Quantitative modelling, machine learning and software development.

Experience

Jan 2024 – PresentCopenhagen

Freelance Consultant

Pepin Consulting

  • Designed and developed a risk management tool for a client in the energy sector to hedge price and demand risk.
  • Delivered a production-quality software package with user documentation and integration into the client’s workflow.
Nov 2025 – Aug 2026Copenhagen

Lead Quantitative Developer

Ørsted

  • Developed pricing models for power market derivatives, storages and interconnectors.
  • Evaluated model risk, designed and implemented model dashboards.
Jan 2024 – Sep 2025Copenhagen

Postdoctoral Researcher in Machine Learning

University of Copenhagen, Department of Computer Science

  • Conducted research within learning theory and algorithmic fairness.
  • Supervised projects on in-context learning, chain-of-thought reasoning, stochastic forecasting and quantization.
Mar 2023 – Dec 2023Copenhagen

Postdoctoral Researcher in Energy Markets

Technical University of Denmark, Department of Power and Energy Systems

  • Conducted research on risk-aware trading strategies for balancing markets; implemented and evaluated the strategies for the Danish day-ahead, intraday and settlement markets.
  • Conducted an analysis on the future evolution of ancillary service markets and presented it to C-level executives.
  • Supervised a project on forecasting of solar power production.
Mar 2021 – Feb 2023Copenhagen

Senior AI Specialist

Alexandra Institute

  • Led teams of machine learning specialists on client engagements, managed client relations, conducted workshops.
  • Generated sales leads and established client relations, participated in public procurement processes.
  • Coordinated internal research activities within sustainability, established academic and industrial partnerships.
Feb 2019 – Feb 2021Copenhagen

Lead Data Scientist

Wunderman Thompson MAP

  • Designed and developed predictive models within the marketing domain for international corporate clients.
  • Deployed models in production on all major cloud platforms (AWS, Azure, Google Cloud Platform).
  • Conducted internal research projects on emerging machine learning technologies.
Jun 2018 – Jan 2019Copenhagen

Machine Learning Scientist

SupWiz

  • Developed the backend for a real-time chat software, deployed in production at major Danish companies.
  • Managed Azure cloud platform services, designed Kubernetes cluster architecture and deployed container services.
Feb 2013 – Feb 2014Luxembourg

Research Engineer

Luxembourg Centre for Systems Biomedicine

  • Developed a GPU-accelerated C++ library for the deconvolution of microscopy images.
Oct 2012 – Jan 2013Sophia-Antipolis

Software Engineer

Thales Critical Information Systems

  • Contributed to the development of an airline revenue management system in C++.

Education

Mar 2014 – Mar 2018

Ph.D. in Mathematics (Stochastic Analysis)

University of Luxembourg

Sep 2011 – Aug 2012

M.Res. in Systems and Synthetic Biology

Imperial College London

Sep 2009 – Aug 2012

M.Sc. in Electrical Engineering

CentraleSupélec

Sep 2007 – Aug 2009

DEUG in Mathematics and Physics

Université Paul Sabatier Toulouse III

November 2022

Financial Engineering and Risk Management

Columbia University via Coursera

Skills

Languages

English, Danish, French, German, Luxembourgish.

Programming

Python (PyTorch, Jax), C++, JavaScript (React, Vue), SQL.

Cloud Platforms

Amazon Web Services, Microsoft Azure, Google Cloud Computing Platform, DataBricks.

Data Science

Machine Learning, Neural Networks, Language Models, Time Series Forecasting, Mathematical Programming, Monte-Carlo Methods, Network Analysis, Generative Models.

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