About me

I am a Senior Machine Learning Researcher at Talkwalker, Luxembourg.

I successfully defended my Ph.D thesis in Numerical Probability in June 2020. I was under the direction of Gilles Pagès and Vincent Lemaire at the Laboratoire de Probabilités, Statistique et Modélisation and Jean-Michel Fayolle at the Independent Calculation Agent, a Fintech whose aim is to efficiently compute risk measures linked to counterparty default.

My main research subject was Optimal Quantization, also known as K-means. I also had a keen interest for Multilevel Monte-Carlo methods and Stochastic Algorithms.

You can find the last version of my PhD manuscript here.