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Raphael Minato is a researcher at WorldQuant since May 2019, focusing on cross-asset quantitative macro trading and involved in R&D related to spectral analysis for predictive modeling. Previously, Raphael worked as a quant/data scientist at Qube Research & Technologies, where contributions included the development of systematic strategies for equities and extracting insights from unstructured data. Prior experience includes roles at Deloitte, emphasizing derivatives pricing and risk modeling, and at Advestis (part of Mazars), where systematic strategies leveraging machine learning were developed. Educational qualifications include a Master's degree in Applied Mathematics from École nationale des ponts et chaussées, an M. Eng. in Computer Science from Dublin City University, and an Engineer's degree in Mathematics and Computer Science from Télécom SudParis.