I am a PhD student working on mathematical aspects of quantum transport phenomenon. My supervisors are Eric Cancès and Gabriel Stoltz. Before this, I was a quantitative researcher at Société Générale Paris in Lorenzo Bergomi's team from 2014 to 2016. I worked on Interest Rate/Equity/Hybrid derivatives modeling, as well as hedging strategies.
I am interested in beautiful/simple/efficient mathematical models to describe/solve problems from both condensed matter physics and financial market. Quite contrary to common belief, I think problems from financial market are as much difficult as those from physics, maybe even harder, since the financial market involves humain behaviors. This leads to two major research areas which I'am interested in :
CERMICS, École Nationale des Ponts et Chaussées
6 et 8, av. Blaise Pascal
Cité Descartes - Champs-sur-Marne
77455 Marne-la-Vallée cedex 2