I'm an Index Investment Researcher at MSCI, working on systematic strategies and index construction.
I graduated from the MSc in Probability and Finance at Sorbonne University and École Polytechnique (previously known as DEA El Karoui), and I am an Associate Member of the French Institute of Actuaries.
- Financial Mathematics, Stochastic Calculus, Reinforcement Learning, and Machine Learning applied to finance.
- Mainly using Python, PyTorch, and R.