- Areas of interest: energy markets, quantitative finance,
artificial intelligence
- Education:
- pure mathematics and physics preparatory course to the
French Grandes Ecoles, France, 2000-2002
- Supelec engineering diploma (electricity and information
sciences), France, 2002-2005
- MSc in advanced computing, Imperial College London,
2004-2005
- PhD in logic and artificial intelligence, Imperial College
London, 2006-2009
- Awards:
- first prizes in mathematics, Louis Pasteur University,
Strasbourg - France, 1998 and 1999
- selected for the national preparation to the International
Mathematics Olympiads, Reims - France, 1998
- qualified for the oral examination of the Ecole Normale
Superieure de la rue d'Ulm, Paris - France, 2002
- overall distinction for the MSc in Advanced Computing of
Imperial College London, 2005
- Linguistic skills: fluent in French and English,
intermediate in German and Japanese
- Computer skills: C++, Java, Ruby, Rails, Maple, Matlab,
Prolog, Caml, LATEX, Excel, Gnuplot
- Industrial technologies: eBusiness, industrial
procurement, electronic reverse auctions, satellite Earth
observation
- Interests in mathematical finance: technical analysis,
volatility pumping, stock trading, scenario generation,
forecasting, portfolio selection, coherent risk measures,
statistical arbitrage
- Internships:
- Electricité de France, Strasbourg (2003)
- Research Institute for Advanced Mathematics, Strasbourg
(2004)
- Swiss Federal Institute of Technology, Lausanne
(2005-2006)
