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Sylvain CORLAY

NEW YORK

En résumé

Mes compétences :
Finance
Mathématiques
Python
C++

Entreprises

  • New York University - Adjunct Professor

    2015 - maintenant Courant Institute of Mathematical Sciences, Computational Methods for Finance

  • Columbia University - Assistant Adjunct Professor

    2015 - maintenant Department of Mathematics, Nonlinear Option Pricing

  • Bloomberg LP - Quant Researcher

    New York 2011 - maintenant Mathematics, Scientific Computing, Data visualization

  • ENSAE - ENSAE

    CHAMONIX 2011 - 2011 Tutorials of stochastic calculus and applications to mathematical finance

  • École Normale Supérieure de Cachan - Teaching Assistant

    2008 - 2011 Tutorials at the departments of mathematics and computer science.
    - Introduction to Measure Theory, Integration and Probability theory (Tutorial)
    - Numerical Probability (Tutorial)
    - Introduction to the C++ Programming Language (Lecture and Tutorial)
    - Examiner for practice oral exams for the "Agrégation of Mathematics".

  • Natixis - Quant Researcher

    Paris 2007 - 2011 Scientific computing, Mathematical Finance, Derivatives Pricing

  • Université Pierre et marie Curie - PhD Candidate

    2007 - 2011 Numerical Probability, Functional Quantization, Computational Geometry

Formations

Pas de formation renseignée

Réseau

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