Since January 2015, I am a post-doctoral associate with lecturing duties in the Finance and Risk Engineering Department, at NYU Tandon School of Engineering. I hold a PhD in Financial Econometrics from Sorbonne University. I have an extensive background in time series analysis and statistics for financial data.
I teach subjects related to my areas of expertise and pursue research especially on financial analytics and data mining.
I am a heavy R user, but I know other languages and computational frameworks (mainly Python, Spark, Hadoop, Linux Ubuntu), and in parallel of my teaching activity, I am currently improving my machine learning skills.