CV

Download a pdf version of my current CV.

Education

• Ph.D in Stochastic Control, CMAP, 2027 (expected)
• M.S. in Quantitative Finance, M2MO, 2024
• M.S. in Actuarial Science, ENSAE Paris, 2024

Work experience

• May-November 2024 : Quantitative Researcher Intern, Forvis Mazars
  • Duties included : Study of classic numerical methods to supervised learning algorithms for pricing and hedging of XVAs and results in the writing of an actuarial dissertation available here.
• January-July 2023 : Quantitative Analyst Intern, Caisse des Dépôts et Consignations
  • Duties included : Review of interest rate model of the capital requirement for the Fonds d’Epargne.
• June-December 2022 : Risk Analyst Intern, Command Strategy Advisory
  • Duties included: Study of impact of ESG investment in portfolio allocation and results in the writing of a paper available here.

Skills

• LaTeX
• Python
  • Numpy
  • Pandas
  • PyTorch
• HTML/CSS