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This user can program in Scheme. |
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This user is an OCaml programmer. |
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This user is an expert MATLAB programmer. |
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This user can typeset using LaTeX. |
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I'm a mathematician (PhD on nonlinear stochastic control using artificial neural networks, directed by Pr Robert Azencott).
I worked :
- 4 years at the Renault Research Center - as Research Engineer
- 5 years at MIRIAD Technologies (French SME dedicated to online diagnosis and monitoring of huge dataflows) - as Head of the algorithmic devlopments and advanced studies
- 2 years at EXANE-BNP-PARIBAS in the Trading & Arbitrage research team (I worked on financial mathematics, capital structure arbitrage, algorithmic trading and markets microstucture).
- I am now head of quantitative research at CA Cheuvreux, CALYON group. I have been project manager of MiFID migrations at CA Cheuvreux during 6 months.
I've got several blogs :
a list of my favorite sites :
My main mediawiki home pages:
[edit] some of my contributions
All my contributions, my Notebook.
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