Position

2023-: Postdoctoral position at Université Côte d’Azur under the supervision of François Delarue. Subject: Programming, Scientific Computing and Learning for Mean Field Models.

2022-2023: Postdoctoral position at Institut Louis Bachelier under the supervision of Peter Tankov. Subject: Mean field games and applications to climate-finance.

Academics

2018-2021: Phd student in the team COMMANDS under the supervision of J. Frédéric Bonnans and Laurent Pfeiffer at CMAP. École Polytechnique and IPP. Doctoral school EDMH.
Thesis title : Mean field games: numerical methods and case of risk-averse agents.
Defense 3 December 2021. Manuscrit available on HAL.

2017-2018: Master of science in Optimization at Paris-Saclay.

2015-2018: Magistère d’économiste statisticien at TSE.

2016-2017: Mathematics of decision making and statistics.

2015-2016: MIASHS bachelor at TSE.

Reviewer for:

ESAIM: M2AN: Mathematical Modelling and Numerical Analysis.

SICON: SIAM Journal on Control and Optimization.

Teaching

2022 : TA for 3A ENSAE lecture of Pricing and hedging of financial derivatives (Prof. Peter Tankov).

2022 : TA for 2A ENSAE lecture of introduction to mathematical finance (Prof. Idris KHARROUBI).

Commitments

2023: Co-organizer of the 7th GFRA conference (Banque de France, Paris).

2020-2022: Fellow of the ecologic transition commission of CMAP. Realization of the 2019 carbon footprint of CMAP via the online tool Labos1point5. Organization of a sustainable development day 9/12/2021: see the program.

2020: Co-organizer and member of the scientific council of the first young researchers congress in applied mathematics (CJC-MA).

2019: Co-founder and fellow of 0.6Planet project.

2016: Fellow and co-founder of the office of sports (BDS), TSE.

2012-2014: Fellow of the student association Le cercle Eiffel, Dijon.

Supervision

Bastien Evra : “Habitat et sobriété, une mesure de l’empreinte écologique du ménage français”. Sciences for environmental challenges accompagnement project directed by R. Plougonven, 3rd year of École polytechnique.

Ines Abdessalem and Anastasia Milllevoye : “Développement de maisons containers en France à l’horizon 2030”. Prospective mission for 0.6Planet project. Master MTI hosted by Mines- Paritech, Dauphine University and INSTN.

Presentations

2024: SPOC seminar (Dijon).

2023: Elisa seminar (Nice).

2022: Fime seminar (IHP, Paris). 19th International Symposium on Dynamic Games and Applications (Porto, Portugal).

2021: 10-ième Biennale Française des Mathématiques Appliquées et Industrielles (Grande-Motte). PGMO days (EDF, Palaiseau). CMAP Phd seminar (online).

2020: SMAI MODE (online). CMAP Phd days (online).

Individual formation (conference, summer school, lecture)

2022: Lecture “La Finance face au changement Climatique” by Hugues Chenet. Stress test chair, École polytechnique. PGMO days (EDF, Palaiseau). Climate finance, risk and uncertainty modelling (Fédération française des banques, Paris). 15th Risk Forum (Chambre de commerce et d’industrie, Paris).

2020: Lecture “Climate change and energy transition”, Philippe Drobinski and Alexis Tantet. MEC666, École polytechnique.

2019: Summer school A Numerical introduction to optimal transport (INRIA, Paris).

Other professional experiences

2018: Discrete mean field games. Advisor: J. Frédéric Bonnans. COMMANDS team, École Polytechnique, 6 months.

2017: Search engine, bias and ad-blockers. Advisor: Alexandre de Cornière. TSE, 3 months.

2016: Diabetic retinopathy screening data analysis. Advisor: Anne-Claire Berthaux. CHU Dijon, 2 months.

Miscellaneous

Programming skills : Latex, Python, Jupyter.