Founder — PsiQuant
I design models that hold up once they leave the whiteboard.
Engineer in applied mathematics for finance (Mines Nancy), I build stochastic models and decision-support tools for energy and financial markets — from the Kalman filter to the cluster running it in production.
Graduated from Mines Nancy, I am a generalist engineer specializing in applied mathematics for finance. I develop statistical and stochastic models as well as decision-making tools for energy and financial markets, with a focus on pricing, forecasting, and market dynamics.
I work across the full modelling pipeline, from research and model development to production, turning complex market problems into robust and actionable quantitative solutions.
Journey
Math & Physics Prep School — Lycée Méditerranéen (LYMED)
Intensive preparation for the Grandes Écoles entrance exams.
Engineering Degree — Mines Nancy
Specialization in Financial Mathematics.
R&D Quant Intern — FlexHorizon / ShapeBidder
HPFC curve generation (Monte Carlo, regime-switching SDEs), MILP dispatch optimization, exotic options pricing.
Ops Quant Intern — MET Energie France
Electricity load forecasting (Kalman filter), CVaR-constrained PPA pricing, market ETL infrastructure.
Founding of PsiQuant
Personal quantitative R&D lab, today an active micro-business.
Let's talk about your next quantitative challenge
Hiring, a modeling engagement, or just want to discuss a market problem — I'm always up for it.
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