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  1. Travaux-universitaire Travaux-universitaire Public

    Academic projects in quantitative finance and applied mathematics: Malliavin-weight Monte Carlo Greeks for path-dependent options, return-based portfolio replication and ETF risk clustering, numeri…

    Jupyter Notebook

  2. Side-Project Side-Project Public

    Personal projects: multilingual semantic job-skill matcher with sentence embeddings (Huawei ICT Competition 2025-26), JPMorgan quantitative research virtual experience (Forage), and the Polymer Tec…

    Jupyter Notebook

  3. backtest-integrity-auditor backtest-integrity-auditor Public

    Audits a backtest on two separate axes: selection bias (Deflated Sharpe Ratio, PSR, MinTRL, PBO via CSCV) and look-ahead leaks in the code (8 deterministic AST rules + an LLM semantic pass). Output…

    Python