Curriculum Vitae

Download CV

Academic Positions

Postdoctoral Fellow

2024-Present

Worcester Polytechnic Institute, Mathematical Sciences Department

Research in Financial Mathematics and Statistics

Visiting Assistant Professor

2021-2024

UC Santa Barbara, Department of Probability and Statistics

Teaching and research in probability, statistics, and financial mathematics

Postdoctoral Fellow

2018-2021

Consortium for Data Analytics in Risk (CDAR), UC Berkeley

Research in data science applications for financial markets

Education

Ph.D. in Applied Mathematics in Finance

2012-2017

Pierre and Marie Curie University

Advisors: Professor Mathieu Rosenbaum and Nicole El Karoui

MSc in Statistical Signal Processing

2012

Dauphine University, Paris

Master of Financial Engineering

2011

Grenoble National School of Computer Science and Applied Mathematics

Double MSc in Quantitative Finance from Grenoble IAE

Professional Experience

Insurance Quantitative Analyst

2015-2016

AXA

Developed practical expertise in financial domain and insurance risk modeling

Research Areas

  • • Asset Pricing Theory
  • • Sustainable and Energy Finance
  • • Volatility Modeling
  • • Causal Inference Applications
  • • Financial Mathematics
  • • Data Science in Financial Markets

Skills & Interests

Programming

  • • Python
  • • R
  • • Matlab
  • • C++
  • • VBA
  • • SQL

Language Skills

  • • Fluent in English, French, and Arabic

Hobbies

  • • Fitness Enthusiast: Regular gym-goer with past experience in CrossFit and participation in obstacle races
  • • Tennis: Competed in junior tournaments and provided tennis coaching during college years

Others

  • 2018-2021:
    • • Board member and chair of Berkeley Postdoctoral Entrepreneurship Program (BPEP)
    • • Participated and led the effort to promote entrepreneurship for postdocs and visiting scholars
  • 2018-2020:
    • • Team leader for UC Berkeley team in Chengdu 80 FinTech Hackathon in Chengdu, China
    • • Finished second two years in a row