I’m a PhD candidate in applied mathematics at CEREMADE in Université Paris Dauphine and CNRS, under the supervision of Emmanuel BACRY and Jean-François 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) at Ecole Polytechnique/Sorbonne Université.
Then, I had an experience as a quantitative analyst at Natixis and HSBC among others.
In 2024, I co-organized the young researchers seminars (YRS) of CEREMADE: check out here ! I co-organized as well the Young researchers days (YRD), a one week seminar at Domaine delatour, gathering PhD students and Postdocs from Ile de France. Check here !
My complete CV is upon request by e-mail.
Statistical finance
Multifractal models
Rough volatility
Market microstructure