engineering student at CentraleSupélec
Société 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.
Python · Polars · Numba · Options · Derivatives
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.
Python · NLP · Hugging Face · TRL · qLoRA · SLM
CentraleSupélec — 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).
Université Paris-Saclay · Paris, France
Double degree pursued alongside the final year at CentraleSupélec. Advanced multicore programming, hardware accelerator programming (GPU), performance evaluation, advanced numerical methods, architecture and code optimization, and advanced compilation.
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.
Implemented a PINN to solve the Black–Scholes PDE for European option pricing through PDE-residual minimization and automatic differentiation.
Python · PINN · Black–Scholes · Deep Learning
Calibrated the Heston stochastic-volatility model with the Carr–Madan FFT method, then compared FFT and neural-network approaches for accuracy, speed and stability.
Python · Heston · FFT · Quant Finance
Football · Skiing · Piano · Hiking · Chess