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Maxime DREI is a Quantitative Analyst at Exane since January 2022, focusing on developing systematic thematic equity strategies across various sectors such as Cybersecurity and Clean Energy. Previously, Maxime served as a Lecturer in VBA for finance at ESILV and taught Python for finance at Université Paris Dauphine. Maxime's experience includes roles as a Data Scientist at Tereos Commodities and Uncharted Technologies, where advanced Deep Learning techniques were applied to financial data. As a Quantitative Analyst at Pléiade Asset Management, research included portfolio construction methods and stock price reactions. Additional roles include developing quantitative ranking tools at Amundi and performance analysis for convertible bond portfolios at Exane during earlier positions. Maxime holds a Master's in Quantitative Finance and a Bachelor's in Applied Economics and Finance from Université Paris Dauphine.