Expériences professionnelles
Quantitative researcher
SQUAREPOINT CAPITAL
De Août 2017 à Aujourd'hui
Volatility Trading
Graduate teaching assistant
PRINCETON UNIVERSITY
De Septembre 2016 à Aujourd'hui
Statistical Analysis of Financial Data
• Density estimation (heavy tail distributions) and dependence (correlation and copulas)
• Regression analysis (linear, nonlinear, nonparametric) and robust alternatives
• Time series analysis (ARMA, VAR) and Filtering. Nonlinear and nonstationary time series models. State space systems, hidden Markov models and filtering.
Quantitative summer intern
BANK OF AMERICA MERRILL LYNCH , Londres - Stage
De Juin 2015 à Août 2015
Formation complémentaire
Master in Finance
Princeton University
2015 à 2017
• Asset Pricing, Behavioral Finance, Portfolio Theory and Asset Management, Fixed Income, Macroeconomics, Trading and Risk Management.
• Statistical and Machine Learning, Time Series Analysis, Regression Analysis, Optimization, Stochastic Calculus.
Parcours officiels
Langues
Anglais - Courant
Allemand - Notions