In charge of quantitative research for BNP Paribas Asset Management, Quantitative Research Group, I am part of the Research Lab delivering systematic strategies and quantitative solutions. Main research on multi-factor equity investing, cross-asset style premia, macro risk factors, portfolio construction.
I am an ENSAE alumnus, class of 2000 and also graduated a Msc in Mathematics from Paris-Dauphine University class of 2000. I am an Ecole Normale supérieure de Paris-Saclay alumnus, class of 1995.
Specialties: Quantitative Allocation, Applied Mathematics, Mathematical Finance, Stochastic modelling and econometrics, Data science and quantitative analytics (R, Python, SQL), App Programming (C++, Java, Web Development).
Mes compétences :
Économétrie
Finance
Macroéconomie
Mathématiques
Programmation
Méthodes quantitatives