Education

• Mathematics, École Normale Supérieure (Lyon), 2012-2015
• Probabilty and Finance Masters, Université Pierre et Marie Curie & École Polytechnique 2014-2015
• Ph.D. in Electrical Engineering, Aalto, 2024

Work experience

• 2025-current: Lecturer, University of Warwick
• 2024-2025: Postdoctoral Researcher, University of Warwick
• 2015-2020: Financial Engineer/Quantitative Researcher
  • Société Générale
  • J.P. Morgan

Teaching

• 2022-current: Teaching assistant for the course “Bayesian Filtering and Smoothing” at Aalto University
  • Move the course from Matlab to Python
  • In charge of the exercises sessions
  • Lectures on “Current topics in state-space model inference” (2022), “Bayesian optimal filtering equations and the Kalman filter” (2023), “Estimation of Parameters via Bayesian Filtering” (2023)

Service

• Reviewed for ICML, NeurIPS, AISTATS, etc (2020-current).
• Reviewed for Statistica Sinica, Statistics and Computing, Signal Processing, Journal of the Royal Statistical Society (Series B), Philosophical Transactions A, Electronic Journal of Statistics, various IEEE journals and conferences.