cat cv.md
curriculum vitae
engineering student at CentraleSupélec
experience
2025 — 2026Société Générale Corporate and Investment Banking Paris, France
Developed and backtested advanced quantitative equity-derivatives strategies focused on options, volatility and derivative signals. Improved the backtesting framework with Polars and Numba, and performed Greeks-based performance attribution across Delta, Vega and Gamma.
Crédit Agricole Corporate and Investment Bank Paris, France
Researched neural-network approaches to P&L optimization for rates products using a one-factor Hull–White model. Developed NLP pipelines for financial signal extraction and fine-tuned an open-source SLM with TRL and qLoRA.
education
2021 — 2027CentraleSupélec — Université Paris-Saclay Paris-Saclay, France
Statistics, high-performance computing, probability, big data, partial differential equations and project management. Ranked #1 worldwide in Mathematics (Shanghai Ranking 2022).
Oslo Business School — Oslo Metropolitan University Oslo, Norway
Econometrics, derivatives and leadership.
Lycée Aux Lazaristes Lyon, France
Intensive coursework in mathematics, physics and computer science.
selected projects
product workImplemented a PINN to solve the Black–Scholes PDE for European option pricing through PDE-residual minimization and automatic differentiation.
Calibrated the Heston stochastic-volatility model with the Carr–Madan FFT method, then compared FFT and neural-network approaches for accuracy, speed and stability.
skills
Python · C/C++ · SQL · OCaml · VBA
Hugging Face · TRL · qLoRA · Polars · Numba
Derivatives · Options · Stochastic models · Greeks
Git · Excel · Linux
languages
interests
football · skiing · piano · hiking · chess