Thank you for visiting my website. I am currently in the last few month of my PhD in Machine Learning for Quantitative Finance in Oriel College at the University of Oxford. I am the author and owner of this website which I use to present some of my research as well as advertise projects I am involved in.
I like to take part in academic activities such as editing (eg: Journal of Machine Learning Research, Wilmott Magazine etc …) and often participate in industry seminars or international conferences.
For instance, I got involved in the IMPA’s Research in Option for my last conference and will be presenting my latest paper “A Bottom-up Approach to the Financial Markets” ( download paper or/and download slides) at the Risk Quant Summit on March 7th 2019. You can find a small preview (interview I gave for the Oxford Algorithmic Trading Program) below:
On a more personal level I have a multicultural background which does make me to some extent a contrarian in spirit. I live in London but spend at least a month per year in the south west of France where my parents live. I like basketball though I have to admit that I am lately spending more time checking the statistics on ESPN than really working on my crossover on the court.
EQRC is my limited company officially launched in 2014 in order to create a legal platform initially and primarily focused on consultancy assignments in the Quantitative Finance industry. I strive to re-invest part of my earnings in Research & Development for activities in cognizant social engineering projects. EQRC can be understood in different ways but the one I have chosen to use in this context is represented intuitively below:
Please do not hesitate to contact me if you have any questions.
I have been working in the financial industry within a broad range of functions of quantitative nature: Trading (Exotics & High Frequency), Structuring and Traditional Quantitative Analytics (Front Office, Risk and Clearing). I have expertise in all major asset classes: Equities, Commodities, FX, Rates & Hybrid. I have worked on both the buy and sell sides. Most of my education was done at the University of Oxford, though I strove to see other places as well where I studied different aspects of the the applied mathematical and computational science with applications in Quantitative Finance.