Welcome to my website! Here you will find information about my research, teaching, work experience, and hobbies.
I am a PhD candidate in Finance, focusing on commodity markets through the lens of asset pricing and risk management. I hold a Master in Banking and Finance from the University of Paris Nanterre, and have five years of commodity market analysis experience, working for consulting and trading companies. I also have a strong interest in machine learning methods (applied to Finance, natural science and natural language processing) and algorithmic trading (high-frequency / latency). I am a French citizen living in Switzerland.
PhD candidate in Finance
MSc in Finance, 2009
University of Paris X
BSc in Economics, 2007
This research combines recent advances in the Realized Volatility (RV) literature and three specific commodity futures factors to …