Teaching

Market Microstructure and Algorithmic Trading

Graduate course, University of Oxford - Mathematical and Computational Finance MSc, 2024

This course covers different models of Algorithmic and High Frequency trading for optimal execution and optimal market making.

Computer C++ and Applications to Quantitative Finance

Graduate course, Université Paris 1 Panthéon‑Sorbonne, 2022

This course introduces students to object-oriented programming by exploring the concepts of program specification and design, algorithm development, coding, and testing, with applications to designing a financial pricing library with pricing algorithms for vanilla and path-dependent options.