About
Graduate student in data science with a background in mathematics and computer science, focusing on quantitative finance, machine learning, and statistical modeling. Experience includes research projects in portfolio optimization, NLP, and trading strategy development using Python and related analytical tools.
Education
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2027
MS in Data ScienceENSAE Paris - Polytechnique Institute (IP PARIS)Awarded by ENSAE ParisData Science · Sep 1998 – Dec 2027
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2025
Master's in Modeling and Mathematical Methods in Applied Finance (MMMEF QF)Paris I Panthéon-Sorbonne UniversityAwarded by Paris I Panthéon SorbonneQuantitative Finance · Sep 2023 – Jun 2025
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2023
Bachelor's in Mathematics and Computer ScienceParis I Panthéon-Sorbonne UniversityAwarded by Paris I Panthéon SorbonneMathematics and Computer Science · Sep 2020 – Jun 2023
Skills
Tools / apps / platforms
Languages
Projects
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Option Pricing - Numerical Methods & Malliavin CalculusBlack-Scholes, finite difference schemes, Monte Carlo
Priced European and American options and analyzed numerical stability, convergence, and boundary conditions.
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Portfolio Optimization Researchparticle filter, sequential Monte Carlo, Black-Litterman
Built a stochastic control framework for capital allocation under uncertainty and backtested classical, Bayesian, and Black-Litterman strategies.
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Deep Learning Statistical Arbitrage - CryptocurrenciesPCA, Fama-French 5-factor model, CNN, Transformer
Built datasets of residual portfolios and compared CNN + Transformer models to predict optimal trading weights using Sharpe and Sortino objectives.
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NLP Analysis of Political Discourse in French Elections (1973-1993)LDA, BERTopic, CamemBERT, DistilCamemBERT, TF-IDF, cosine similarity, hierarchical clustering, PCA
Analyzed 15,762 candidate manifestos to identify party themes, measure proximity, and evaluate discourse on unemployment versus real unemployment rates.
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APICIL Data Challenge - 30-Day Insurance Churn PredictionLightGBM, Optuna, INSEE data
Developed a LightGBM model to predict insurance contract cancellations within a 30-day horizon, achieving a 0.92 ROC-AUC and 71% recall. Engineered customer, pricing, and macroeconomic features and designed a risk-based customer retention strategy.
🎯 Hobbies & interests
- TV Series
- Reading
- Anime