Paris Area, France
Head of Research at CFM/CEA
Research
Education
Ensae ParisTech 2007 — 2010
Professor
Ecole normale supérieure 1981 — 1985
PhD, Physics
French Lycee London 1975 — 1979
Baccalauréat, Science
Lycee Janson de Sailly
Experience
Ecole Polytechnique 2008 - Present
Capital Fund Management 1994 - Present
ESPCI 2000 - 2008
CEA Saclay 1992 - 2006
SPEC - CEA Saclay, France 1992 - 2006
Skills
Time Series Analysis, Quantitative Finance, R, Physics, Numerical Analysis, Mathematica, Mathematical Modeling, Data Analysis, Financial Engineering, Econometrics, Scientific Computing, Algorithms, Theory, Quantitative Analytics, Simulations, Fortran, Matlab, Research, Statistics, Computational Physics, Stochastic Calculus, Statistical Physics, Statistical Modeling, Theoretical Physics, Monte Carlo Simulation, Machine Learning, Applied Mathematics, Science, Nanotechnology, LaTeX