Teaching (full courses, Msc Mathematics and Finance, Imperial College London)

      Advanced Methods in Derivatives Pricing, 2015-2017
      Volatility modelling, 2014-2015
      Numerical methods in finance, 2011-2013
      Exotic Derivatives, 2013

Work Experience
      Sept 2017 - March 2018, Weissman Visiting Professor of Mathematics, Baruch College, CUNY
      Since Sept 2011, Lecturer (then Senior Lecturer) in Mathematics, Imperial College London
      Sept 2010-Sept 2011, Postdoctoral Researcher in the AG Stochastik und Finanzmathematik, TU Berlin
      Sept 2006-Sept 2010, Zeliade Systems, Paris, Consultant
           Quantitative research on volatility derivatives
      June-July 2006, AXA-IM, Paris (Convertible Arbitrage), Internship
           Pricing of dispersion trades via variance swaps and correlation swaps
      May-Dec 2005, Société Générale, New-York (Portfolio Analysis Group), Internship
           Implementation of early warning systems on credit portfolios, accuracy tests of default probability models
      July-Dec 2004, AXA-IM, Paris (desk of Convertible bond portfolio), Internship
           Pricing of convertible bonds using Monte Carlo methods, Portfolio optimisation under convexity constraints