I am a Quant Research Associate at Capital Fund Management, where I design and enhance portfolio optimization and algorithmic trading strategies for the Volatility Arbitrage team. Previously, I was a Research Scientist in the optimization team at EDF, developing advanced numerical solvers for energy management applications. My work spans mixed-integer, continuous, stochastic, and distributed optimization, with extensions to machine learning.


I completed my PhD at Inria and ENS Paris, working at the intersection of numerical optimization and machine learning for real-time robotics within the Willow and Sierra teams, under the supervision of Justin Carpentier, Adrien Taylor and Jean Ponce. During my PhD, I notably developed the open-source ProxSuite library, which integrates the ProxQP quadratic programming solver, and the QPLayer differentiable layer.

I hold MSc degrees in Applied Mathematics from École Polytechnique and in Statistical Learning (Part III) from the University of Cambridge. I am also a member of the French Corps des Ponts, des Eaux et Forêts and hold a Master of Public Administration from École des Ponts et Chaussées.
Updates:

  • January 2026: 🎉 I am honored to share that my PhD work has been awarded the “Prix Paul Caseau” in High-Performance Computing by the French Academy of Technology and EDF. Checkout this linkedIn link for more info.

  • September 2025: I joined Capital Fund Management as a Quant Research Associate! I will be working on Portfolio Optimization for the Volatility Arbitrage team.

  • March 2025: 🎉 I am pleased to share that my R&D work has been recognized with the EDF R&D award for numerical applications! Our innovation has combined graph-based optimization with stochastic dynamic programming, enabling nuclear power plants to better modulate their production—a crucial step toward more efficient and flexible energy management. Checkout the linkedIn link for more info.

  • February 2025: Our journal paper "PROXDDP: Proximal Constrained Trajectory Optimization" has been accepted in IEEE Transactions on Robotics (T-RO)! Checkout the preprint for more info.

  • November 2024: Our contribution to the CORL 2024 workshop on Differentiable Optimization has been accepted!

  • October 2024: I have given a talk to the Center of Automation and Control of Mines Paris Tech on two classical problems of Centralized Energy Production Management. We provide context, current algorithms used, and some enhancements we have worked on. Checkout the talk page if interested.

  • June 2024: Our contribution to the RSS 2024 workshop on frontiers of optimization has been accepted! Checkout our here.

  • September 2024: I joined EDF Lab as a Research Scientist! I will be working on numerical optimization for centralized energy management.

  • March 2024: I participated to the 2024 ICLR conference ! I presented a spotlight poster about differentiating over infeasible QPs at ICLR conference. Check out as well our paper here.

  • January 2024: I defended my PhD! You can find the slides on the Talks page.

  • December 2023: We submitted a a new journal paper . It extends a line of work on more numerically robust differential dynamic programming for generic trajectory optimization (using proximal methods) to which I had the pleasure to participate.

  • September 2023: Check out our new preprint (submitted at journal Transaction and Robotics) proposing a few enhancements to ProxQP solver (in terms of numerical robustness or speed, or extension to non convex settings) along with real time robotic evaluations. We propose as well in the form of a companion report a global convergence proof as well.

  • June 2023: My submission for ICLR 2024 has been accepted as a spotlight paper ! It proposes techniques for differentiating over infeasible QPs. Check out the paper here here.

  • May 2023: My poster for ICRA 2023 has been accepted (presenting new techniques for learning new types of quadratic programs leveraging augmented lagrangian methods and primal infeasibility). Check out the talk page for more info.

  • May 2023: Our contribution for differentiating over collisions has been accepted at ICRA 2023. Check out the publication page for more info.

  • November 2022: I had the pleasure to contribute to the design of more robust differential dynamic programming using proximal methods. Our contribution has been accepted at IROS 2022 ! Check out the publication page for more info.

  • July 2022: I am participating at RSS 2022 conference! See out our ProxQP presentation at 6th paper session.

  • July 2022: The ProxSuite library to be presented at RSS 2022 is officially released !

  • May 2022: I had the pleasure to contribute to an extension of ProxQP for nonlinear optimization on manifold. This contribution was presented at the 6th edition of the Workshop on Legged Robots (ICRA 2022). Check out the paper for more info.

  • March 2022: Our RSS submission presenting a new Quadratic Programming solver (coined ProxQP) for real time robotics has obtained been accepted! The paper is available here.