Adjunct Professor
2026 - NYU Tandon School of Engineering — Machine Learning in Financial Engineering — GitHub Repository
2025 - NYU Courant Institute — Trends in Financial Data Science
Teaching Assistant
2021 - École Polytechnique — Aléatoire (Introduction to Probability) - First-year engineering students
2017-2019 — HEC Paris & École Polytechnique — MSc Big Data for Business
- Introduction to Machine Learning
- Time Series for Financial Data
Referee for Peer-Reviewed Journals
- Quantitative Finance
- SIAM Journal of Financial Mathematics
- Journal of Computational and Applied Mathematics
- MCQMC 2020 Proceedings
Internship Supervision
- 2023-2025 — Bloomberg L.P. — Dounia Essaket - Ph.D. Quant Fellowship
PhD Thesis Examination
- Referee for Ranieri Dugo (University of Rome Tor Vergata) - Rough Volatility Modeling in Financial Data Analysis - Rome, Italy, Feb 2026
- Invited Examiner for Dounia Essaket (Université Paris Cité) - Unhedgeable Risks: Model Risk and Climate Transition - Paris, France, Feb 2026
Bloomberg Open Source Series
- 2025 — Mentor — Pandas
Climate Project
- 2024-2025 — Kellogg School of Management, Northwestern University — Examiner — Climate project
Symposium Organization
- Co-organizer, mini-symposium Climate Risk Modeling and Green Investing (SIAM FM23).
- Co-organizer, mini-symposium Climate Risks: From Modeling to Applications (ICIAM 2023).
- Organizer, mini-symposium Recent Advances in Volatility Modeling (12th World Bachelier Congress 2024).