DPhil Candidate in Applied Mathematics
+44 1865 615301
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
I am a second year DPhil student in Mathematical and Computational Finance at the Oxford Mathematical Institute. The project is supervised by Prof. Christoph Reisinger, Prof. Ben Hambly and Prof. Marek Musiela.
I hold an MSc in Financial Engineering from the University of Paris-Evry and a Master of Engineering from the ENSIIE “Grande Ecole”. After my graduation, I worked 3.5 years as a Model Validation Quantitative Analyst at Murex (Paris).
My research interest is the application of Stochastic Analysis and Numerical Methods to Quantitative Finance. More specifically, I concentrate on the definition and calibration of mathematical models in order to price accurately exotic derivatives.
(MSc MCF Tutor) Calibration Method for Derivatives Pricing
(Part-C Teaching assistant) Stochastic Differential Equation
(Part-C Teaching assistant) Financial Derivatives
Prizes, Awards, and Scholarships:
Member of the Oxford-Man Institute of Quantitative Finance
BNP Paribas London Sholarship