About

I am currently studying Applied Mathematics & Data Science at Mines Saint-Étienne.

My academic background combines applied mathematics, probability, stochastic processes, optimization and statistical modelling.

I have also pursued advanced coursework in fundamental mathematics, machine learning and stochastic modelling.

My professional experience has focused on quantitative finance, derivatives pricing and financial modelling.

At Société Générale, I worked on callable bonds and OTC structured products, including Hull-White interest rate modelling and statistical models for equity correlations.

At Natixis Trading Solutions, I worked with equity and FICC data and developed Python pipelines for P&L monitoring, position tracking and performance analysis.

At Mines Finance, I am Volatility Strategy Lead within the student hedge fund.

I work on volatility trading strategies, derivatives pricing and volatility dynamics, including research and backtesting of trading strategies.

Programming
Python, NumPy, Pandas, PyTorch, scikit-learn, C#, SQL, Git, Numerix

Mathematics
Probability, stochastic processes, optimization, PDEs

Languages
French · Native
English · Fluent
Spanish · Basic