In this section, you can find my resume (pdf version here)

Education

New York University, New York NY (2006-2007)
The Courant Institute of Mathematical Sciences
MS in Mathematics in Finance (December 2007)

•  Financial Mathematics: Binomial tree models, stochastic calculus, arbitrage-free pricing, Monte Carlo simulations, risk management, financial econometrics and statistical arbitrage
•  Computational techniques: simulation-based methods in finance, multi-asset pricing library (plotted a volatility surface), priced exotic option using several pricing methods (Black Scholes, Monte Carlo,tree and finite differences)

Ecole Polytechnique, Palaiseau FR   (2003-2006) 
France's leading engineering school
MS Engineering (August 2006)
Bachelor of Science (September 2005)

• Majors in Economics and Applied Mathematics
  
  
  Financial Mathematics: stochastic calculus
  Computer Science: objected oriented programming, advanced data structuring
  Economics: economy of uncertainty and finance, game theory, applied econometrics, macroeconomics analysis


• Research on Insider Trading Detection
  
  
  Implemented a statistical test to detect forbidden strategies
  Highlighted amazing variation in the earning of the insider according to his trading time
  
• Scientific research team project on speech recognition by neural network methods 
  
  
  Proposed an interface (in Java) for visual static speech recognition
  Recognized the pronounced letter by neural networks methods


• Leadership training: served 6 months in the French police force (Seine Saint Denis)

Lycee Kleber, Strasbourg FR   (2001-2003) 
Preparation for the French Grandes Ecoles

• Intensive mathematics and physics courses preparing to the extremely competitive entrance examinations of French scientific schools

Experience

Societe Generale CIB (New York, NY)
Associate on Statistical Arbitrage Equity Desk, Intern (May 2007 – December 2007)

• Studied and developed models for extra days trading strategies (long - short) in VBA excel
• Implemented  research to improve mean-reversion strategy

BNP-Paribas (London, UK)
Securitisation- Abnormal Pattern Detection (April 2006 – August 2006)

• Studied and developed a quantitative methodology to detect abnormal pattern during the process of due diligence. Implemented using VBA, SQL and tested on BNP Paribas ABCP programs
• Validated the methodology for a systematic use, after the presentation to the European head of BNP Paribas Securitization department
• Delivered a theoretical report on a statistical prediction of the collection rate for the mortgages (Data clustering, linear discriminant analysis)

Computer Skills

• Programming languages: JAVA, C++, VBA, SQL, LaTeX, R
• Other Software: Word Excel, Power Point, Matlab 

Other

Language: French (mother tongue), English (fluent)
Fencing (university challenge)
Part of the organisation team for the Bal de l'X 2006 and Binet X-tra