Résumé
Since October 2020, I am a Research Associate in the Department of Mathematics & CFM - Imperial Institute of Quantitative Finance at Imperial College, London.
The research in Applied Mathematics I am conducting with my co–authors is a continuous path oscillating between Contract Theory, Nash Equilibria and Mean–Field Games, using recently introduced and state of the art tools in stochastic control. We study applications to Energy, Epidemiology and Finance.
From October 2017 to September 2020, I was a PhD student at LAMA Laboratory, Université Gustave Eiffel, under the supervision of Romuald Elie (LAMA) and Dylan Possamaï (Department of Mathematics, ETH Zürich). I defended my PhD thesis in December 2020.
Expérience professionnelle
Research associate
Imperial college london , London - CDD
De Octobre 2020 à Aujourd'hui
Formation complémentaire
Doctorat
Université Paris-Est - Mathématiques
2017 à 2020