Welcome to my personal website!
Short bio
I’m a PhD candidate in applied mathematics at CEREMADE in Université Paris Dauphine, under the supervision of Emmanuel BACRY and Jean-Francois MUZY. Prior to that, I graduated from Ecole des Mines de Nancy majoring in applied mathematics and Msc Probability and finance (Ex DEA El Karoui). Then, I had an experience as a quantitative analyst at Natixis and HSBC among others.
My complete CV is upon request by e-mail.
Research interests
My interests are around:
- Statistical finance
- Multifractal models
- Rough volatility
- Market microstructure