Longstaff–Schwartz American Options Pricer
Priced American options with least-squares Monte Carlo, regressing continuation values to recover the optimal early-exercise boundary.
// Still long gold. Still long ambition.
Quantitative finance,
from Tunis to Paris.
Open to hear your offer.
01 / About
Who I am
I'm the kind of person who needs to understand how something works all the way down, whether that's a derivative pricing model, a football team's pressing scheme, or why a Grand Slam final turns on one point. That obsession with detail is what pulled me toward quantitative finance: I hold an MSc in Quantitative Finance (Master 272, Financial and Economic Engineering) from Université Paris Dauphine-PSL, and I currently work as a Quantitative Strategist with the Strategic Asset Allocation team of Generali France's Investment Division.
I'm equally comfortable in a spreadsheet and in a conversation, methodical and a little stubborn about getting things right, but also curious enough to keep pulling on unrelated threads (football tactics, F1 strategy, a good playlist) just to see where they lead. Professionally, I care less about how clever a method looks and more about the real value it creates.
I was born and raised in Tunis, Tunisia, where I did all my schooling before university and graduated with a Tunisian High School Degree in Mathematics with highest honours, part of the “Covid Baccalaureate” cohort that sat its exams in July under 40°C heat. Moving from Tunis to Lyon and then to Paris on my own taught me to adapt fast and bet on myself, which is probably why I'm still comfortable weighing a few different paths instead of picking the safest option.
Leaving a protective family home at eighteen, the only comfort zone I had known for that long, to build a life on my own is probably the single biggest thing that shaped me. It made me independent and dependable, and it taught me not to flinch at the size of a problem. Whether it takes an hour, a few days or a few weeks, I know I will solve it, and I do it with a steady calm rather than stress. That is what people notice first: I stay relaxed under pressure, and when something is handed to me, it gets done.
I pay attention to the small things, the details most people skip, because they shape the impression you leave and tell you a lot about others. I care as much about how something is done as about whether it gets done.
Humility, no matter what you achieve, respect and kindness are the values I hold onto the most. Empathy and care matter to me: you should help people and bring them up with you rather than climb alone. Your colleagues, your friends and your family are just as important as you are, and they deserve to be cared for.
3cities lived
5finance experiences
4languages
2010Nerazzurro since
02 / Experience
Path so far
My path plotted against the price of gold since 2020. Turns out we've both been climbing.
Professional Experience
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Sep 2025 – Present
Quantitative Strategist — Apprentice
Generali France, ParisReplicated the GSRAI stress index from Bloomberg credit-spread, rates, equity-volatility and FX data; built and backtested a portable-alpha framework across eight liquid diversifiers; and developed an LLM-powered research pipeline for portfolio-monitoring dashboards.
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Mar 2025 – Aug 2025
Cross-Asset Structured Products Sales — Intern
BNP Paribas CIB, ParisPriced cross-asset structured products — Autocalls, CLNs, Sharkfins, Steepeners — coordinating with Trading and Structuring on tailored investment and hedging solutions.
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Sep 2024 – Feb 2025
Quantitative Risk Analyst — Intern
Crédit Agricole
CIB, ParisBuilt a Python historical-simulation framework to model stressed liquidity gaps and tail risk, and automated sensitivity / stress-scenario analyses on LCR, NSFR and ALMM indicators in VBA.
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Jun 2024 – Aug 2024
FX & Commodity Derivatives Trading — Intern
BIAT CIB, TunisBuilt a commodity-option pricing engine combining Black–Scholes and Schwartz–Smith models, and implemented a calibrated Kalman filter in Python to estimate latent commodity-price factors.
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Jun 2023 – Jul 2023
Equity Research Analyst — Intern
ODDO BHF, TunisRotated across three coverage teams — Automobile, Oil & Gas and Small Caps. Researched key ratios and figures from quarterly reports, took notes on strategic decisions during earnings calls and roadshows, produced daily news digests ahead of morning calls, and valued companies using NAV, DCF and trading comparables.
Studies
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2025 – 2026
Master's in Quantitative Finance, 2nd year
Université Paris
Dauphine-PSLFinancial and Economic Engineering track: stochastic calculus, asset pricing, portfolio optimisation and machine learning for finance.
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2024 – 2025
Gap Year
Between the two years of the Master's
Spent on the BIAT CIB, Crédit Agricole CIB and BNP Paribas CIB internships listed under Professional Experience.
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2023 – 2024
Master's in Economics and Finance, 1st year
Université Paris
Dauphine-PSL -
2022 – 2023
Bachelor's in Economics and Financial Engineering, 3rd year
Université Paris
Dauphine-PSL -
2020 – 2022
Bachelor's in Economics, 1st & 2nd year
Université Lyon 2
Two years of undergraduate economics in Lyon, France, before moving to Paris to complete my bachelor's at Dauphine.
Student Jobs
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Nov 2023 – Apr 2024
Customer Service Representative
BNP Paribas, Bosquet
& Gambetta agencies, ParisPart-time alongside the first year of my Master's at Dauphine.
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Sep 2021 – Apr 2022
Team Member
McDonald's,
Tassin-la-Demi-Lune, LyonPart-time student job alongside my bachelor's studies in Lyon.
03 / Projects
Academic projects
Master's Thesis
Regime-Conditional Total Portfolio Approach
Developed a four-state Hidden Markov Model to support dynamic strategic asset allocation and quantify regime-dependent opportunity costs.
SR 0.66 regime-conditional vs 0.25 static, out-of-sample
Volatility Strategies on FX Options
Backtesting framework and volatility strategies on FX options, built in Python.
EUR/NOK · Garman–Kohlhagen · daily delta-hedged
Systematic Strategies Backtesting Framework
Backtesting framework for systematic strategies, pulling market data through the Bloomberg API.
1,900 tickers · 26 yrs of point-in-time history
Pairs Trading with Wavelet Denoising
Replicated Eroglu et al. (2023), applying MODWT sym22 denoising before cointegration-based pair selection on S&P 500 constituents.
+10% annualized vs −1.8% unfiltered
Commodity Trading on the S&P GSCI
Systematic trading strategies on the S&P GSCI Excess Return commodity index.
Multivariate Rough-Volatility Forecasting
Replicated Bibinger et al. (2025), estimating component-wise Hurst exponents and forecasting realized volatility across DJIA constituents with mfBm.
Lower RMSFE than HAR out-of-sample
Cross-Asset Structured Products Pricer
Pricer for multi-asset, cross-asset structured products across several payoff types.
Barrier, digital, path-dependent · full Greeks
CFM Data Challenge — HFT Microstructure Classification
Classified underlying assets from tick-by-tick order-flow data through microstructure feature engineering and irregular time-series modeling.
56% out-of-sample accuracy
Trinomial Tree & Black–Scholes Pricer
Lattice pricer for European and American options with discrete dividends and pruning, benchmarked against the closed-form Black–Scholes price and its Greeks.
6.0816 tree vs 6.0755 Black–Scholes, 100 steps
Bayesian VAR Model and MCMC
Replication of L. Brandt et al. (2021), “What Drives Euro Area Financial Market Developments?”
Regime-Based Strategic Asset Allocation
Replication of J. Teiletche and E. Bouye (2025), with an added HMM extension for regime detection.
RF-BL Macro Asset Allocation
Combined random-forest return signals with the Black–Litterman model to build a macro-driven asset allocation.
StratLab X
Algo-trading strategies backtesting game, built in C#.
Commodity Derivatives Options Pricer
Option-pricing engine for commodity derivatives, calibrated to market quotes across several payoff structures.
Merton jump-diffusion · WTI crude · premium settled in TND
04 / Skills
Toolkit
Programming
Python & ML
Quant & Finance
Platforms & AI
Languages
05 / Volunteering
Clubs & associations
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Kryptosphere Dauphine — Communication Team
Dauphine's crypto & blockchain student club
Member of the communication team, helping promote the club's events and content around crypto and blockchain topics.
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Master 272 Club — Newsletter Team
Université Paris Dauphine-PSL
Contributed to the Master 272 club's newsletter for fellow students.
06 / Events
Conferences & industry events
07 / Beyond the Desk
Off the clock
What keeps me going once the markets close.
Football — Inter Milan
Nerazzurro since the Mourinho treble era (2009–2010). Friends call me “the football encyclopedia” — transfers, squads, tactics, I know the details most people skip.
Formula 1 — Scuderia Ferrari
Long-time Ferrari fan, following every race weekend from qualifying to strategy calls.
Tennis — Rafael Nadal
Grand fan of Nadal's game and career — the fight on every point is what drew me in.
Video Games
Spent much of middle and high school in Geralt's, Yharnam's and Gotham's shadows — The Witcher 3, Bloodborne and Batman: Arkham Knight are still my all-time favourites.
Music & DJing
Pop, house, melodic house and jazz on rotation, with an 80s soul — current favourites are Fred again.. and The Blaze, alongside classics like Gilbert Montagné, Boney M, Fairuz, Jacques Brel, Dire Straits and ABBA. I also love classical music, especially Debussy and Vivaldi. I like to mix sets myself — and cook while I'm at it.
A Week in My Life
A solo walk or bike ride, bowling with friends, a movie at the cinema, coffee at a good coffeeshop, quality food around a football match or a round of FC26 / Mario Kart, 5-a-side football with friends or the occasional game of American pool, rooftops and hotel bars, a nice dinner out, or a set from a good DJ or artist.
Bonus
How well do you know me?
Five quick guesses. No pressure.
1 / Which football club do I support?
2 / My Formula 1 team?
3 / My tennis GOAT?
4 / My all-time favourite game?
5 / An artist on repeat?
08 / Contact
Let's talk
Always happy to talk quant finance, markets, or a good idea. Whether it's a role, a project, or just a chat, feel free to reach out.