I am a 4th year PhD student at the Industrial Engineering and Operations Research (IEOR) Department of Columbia University. Prior to starting my doctorate, I completed a B.S/M.S at Ecole Polytechnique (l'X) in France.
My main research focuses on the theory and applications of mean field games. More broadly, I am interested in game theory, stochastic control and the study of large interacting particles systems. I am fortunate to be advised by Prof. Daniel Lacker. Please refer to my CV for more information. You can also visit my Google Scholar and LinkedIn pages.
Experience
Quantitative Research Intern at Macquarie Group (New York, USA, Summer 2020).
Designed trading strategies using VIX-related products designed to work in low/high stress financial environments.
Created multi-asset strategies based on a combination of volatility signals.
Machina Capital (Paris, France, Summer 2017).
Built multi-asset strategies, relying on Machine Learning algorithms.
Developed an internal platform to analyze backtests performances.
Teaching Assistant at Columbia University (2018 - Now).
Probability for Engineers (Undergraduate level) taught by Prof. Daniel Lacker Spring 2020 & 2021.
Deep Learning (Master level) taught by Prof. Ali Hirsa (Spring 2019).
Foundations for Financial Engineering (Master level) taught by Prof. Dylan Possamai (Fall 2018 & 2019)
Awards
Ecole Polytechnique 2017 Computer Science Department’s Second Prize in research. Rewarded Project: Online Voting Platform based on Homomorphic Encryption (2017).