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Academic Experience
2023- ... : Professor of Mathematics, Imperial College London

2023- ...: Imperial QuEST Management Board Member 

2018- ... : Visiting Researcher, The Alan Turing Institute

2011 - ... : Lecturer, Senior Lecturer, then Reader in Mathematics, Imperial College London
 
Sept 2017 - March 2018, Weissman Visiting Professor of Mathematics, Baruch College, CUNY

Sept 2010-Sept 2011, Postdoctoral Researcher, TU Berlin
Industry​
experience​
2024 - ...: Distinguished Professor, ST Engineering

2022 - ...: Quantum ML Instructional Designer, Sandbox AQ

2019-...: Quantitative Consultant, Lloyds Banking
           Volatility modelling, deep learning, interest rate modelling

Sept 2006-Sept 2010, Consultant at Zeliade Systems
          Quantitative research on volatility derivatives
 
June-July 2006, Internship at AXA-IM, Paris (Convertible Arbitrage)
          Pricing of dispersion trades via variance swaps and correlation swaps
 
May-Dec 2005, Internship at Société Générale, New-York (Portfolio Analysis Group)
          Early warning systems on credit portfolios, accuracy tests of default probability models
 
July-Dec 2004, Internship at AXA-IM, Paris (desk of Convertible bond portfolio)
          Pricing of convertible bonds using Monte Carlo methods and portfolio optimisation
Education
Nov 2010: PhD in Mathematics, Imperial College, London
        Topic: Implied volatility asymptotics in affine stochastic volatility models with jumps
        Supervisor : Aleksandar Mijatović

Jan-June 2008: Department of Mathematics, Evry University, France
        (6-month Exchange Grant from the European Science Foundation (A.Ma.Me.F))
        Topic: Risk measures on Lp spaces
        Supervisor: Monique Jeanblanc
        
2007: MPhil in Mathematics, Birkbeck College, University of London
        Topic: Semigroup theory and spectral methods to volatility asymptotics
        Supervisors: Raymond Brummelhuis and Álvaro Cartea
 
2006: Diploma in Actuarial Science, Institute of Statistics (ISUP), Paris 6, France

2005: MSc. in Econometrics and Finance, University of Paris 10, France
        Thesis: Pricing and hedging variance and volatility swaps
        Supervisor: Jean-Luc Prigent

 2005: ESSEC Business School, France
        Major in Financial mathematics and Actuarial science
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