Badges
Certifications
Work Experience
Quantitative analyst
Crédit Agricole CIB•  March 2023 - August 2023
Gap year internship Global market division (GMD), USD vol desk
Quantitative Reasearcher
HSBC•  August 2022 - February 2023
Gap year internship -Worked with both machine learning models and multivariate rough volatility models, gaining expertise in the randomized signatures (rSig) pricing model and the quadratic Gaussian (qGauss) models. -Developed rich models that remain numerically tractable for the fast generation of autocallable prices and sensitivities. -Conducted calibration of the models to var swaps, covar swaps, vol swaps, and options, ensuring that the models were accurate and effective in generating these sensitivities.
Education
Ecole Nationale Supérieure de Techniques Avancées
Mathematics, B.Tech•  September 2020 - Present
Engineering student at ENSTA paris following a multidisciplinary program with major in applied mathematics. Quantitative Finance and Data science
Ecole Polytechnique
Mathematics, MS•  August 2023 - Present
M2 Probability and Finance
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