Resume

Work experience

  • October 2019 - August 2022: Quantitative Researcher (PhD student), EDF R&D, Paris

    • Machine learning for stochastic control and partial differential equations in high dimension with applications to energy storage.

    • Elaboration and theoretical study of deep learning resolution methods for semilinear and fully nonlinear PDEs in high dimension. Extension to the master equation in infinite dimension. Development in Python with Tensorflow library. Supervised by Prof. Huyên Pham and Xavier Warin.

  • October 2019 - May 2022: Teaching associate, ENSTA Paris

    • Exercise sessions for probability and statistics bachelor courses.

  • April 2019 - September 2019: Research intern, EDF R&D, Paris

    • Design of a new numerical resolution method using deep learning for McKean-Vlasov forward-backward stochastic differential equations with application to mean field games. Implemented with Tensorflow. Supervised by Joseph Mikael and Xavier Warin.

  • May 2018 - August 2018: Visiting researcher in mathematics, University of Leeds

    • Design, implementation and study of a new numerical scheme for the resolution of multidimensional stochastic differential equations with distributional drift. Supervised by Dr. Elena Issoglio and Dr. Tiziano de Angelis.

Education

  • 2019 - 2022 : PhD in applied mathematics, Université Paris Cité

Machine learning for stochastic control and partial differential equations in high dimension with applications to energy storage. Supervised by Prof. Huyên Pham and Xavier Warin.

  • 2018 - 2019 : MSc MVA, École Normale Supérieure Paris-Saclay

Deep learning, reinforcement learning, probabilistic graphical models, kernel methods, convex optimization, computer vision, speech and Natural Language Processing.

  • 2016 - 2019 : "Diplôme d'ingénieur", ENSTA Paris

3 years French integrated MSc in Mathematical Engineering within the Institut Polytechnique de Paris. Probability theory, convex optimization, statistics, and numerical analysis.

  • 2014 - 2016 : "Classes préparatoires", Lycée Louis-le-Grand, Paris

Intensive and selective undergraduate course to prepare nationwide competitive exams for the top french engineering schools.