Resume

Incoming Master's degree in Quantitative Economics and Finance
Relevant courses: Time Series, Econometrics, Macroeconomics, Game Theory

Master's degree in Mathematics
Research: Amenable Groups (Seminar Presentation), Automated Market Making (Master Thesis)
Relevant courses: Stochastic Processes, Partial Differential Equations, Measure and Probability Theory

Master in Management, "Grande Ecole" program
Completed a Bachelor's degree in Mathematics alongside studies at HEC Paris
Relevant courses: Data Science, Data Analytics, Statistics, Macroeconomics, Microeconomics

Advisor: Marie LACLAU
Research Topic: Applied Mathematics, Game Theory

Modeling: Represented liquidity pool networks (e.g., Uniswap) using graph theory and a discrete-time mathematical framework
Optimization & Arbitrage: Formulated optimal swap path algorithms to maximize asset output and analyzed no-arbitrage conditions through the lens of martingales
DeFi Analysis: Studied deterministic price impact and the mathematical impossibility of profitable cycles in decentralized finance ecosystems

Mathematics: Analysis, Probabilities, Linear Algebra, Stochastic Processes

Programming: Python (Numpy, Pandas, Scikit-learn, Statsmodels), SQL

Languages: French (native), English (Fluent)

Conducted data cleaning and analysis to support the design of a go-to-market strategy, identifying key drivers and target segments
Built a Python application (Streamlit) to perform market sizing and business plan simulations, supporting strategic decision-making