I am a graduating student with in-depth knowledge in finance, machine learning, statistics and econometrics.

• Polytechnique Paris - Master 2 Data Science - 2022/2023

  • Courses : Deep Learning, Computer Vision, Missing data and causality, Tail Events Analysis

• ENSAE Paris - Engineering program - 2019/2023

  • Courses : Statistics, Time series, Econometrics, Monte Carlo methods, Stochastic calculus, Online Learning

• Janson de Sailly - Classe Préparatoire aux Grandes Écoles - 2017/2019

  • Physics and Engineering class, PCSI-PSI*

• Quant Researcher at Ostrum Asset Management

  • On going 6 months internship
  • Use of the Hurst exponents for a wide variety of underlyings on low frequency
  • Creation of a Stop Loss Take Profit mecanism for multiple low frequency strategies
  • Production deployment in an internal tool on SQL server with SQL and VBA

• Quant Researcher at CACIB

  • 6 months internship in 2022
  • Performance modeling and forecast through econometric on low frequency
  • Implementation of machine learning models such as OLS, LASSO, SARIMAX
  • Developpment of a systematic feature detection methodology

• Actuary at Cardif BnP

  • 6 months internship between 2021 and 2022
  • Creation of a robustness index for smartphones through econometric models
  • Handling of large datasets using python (107 policies)
  • Data cleaning using NLP and clustering

• Data Scientist at AFL

  • 3 months internship in 2021
  • Study of the influence of social factors on the financial health of municipalities
  • Creation of statistics tools and metrics to analyze the financial health of municipalities
  • Production on Power BI of risk analysis reports and investment monitoring

• Mathematics tutor at Ipesup

  • Since 2019
  • Mathematics lessons and tutoring for students in CPGE