Ecole Superieur des Sciences et de l'ingenierie Numerique
September 2026
to August 2027
Analyze, preconize and validate solutions in Cybersecurity.
System Administrator.
Risk evaluation and topologies.
Cybersecurite Audits.
Implementation of RGPD, PCI-DSS and NIS.
Certification StormShield.
Titre RNCP Expert en Architectures Systèmes, Réseaux et Sécurité Informatique
Details and Extracurriculars
Titre RNCP Expert en Architectures Systèmes, Réseaux et Sécurité Informatique
La formation délivre la certification professionnelle « Expert en Architectures Systèmes, Réseaux et Sécurité Informatique » RNCP 38823 de niveau 7 (bac+5), publiée au Journal Officiel du 27 mars 2024 portant enregistrement au répertoire national des certifications professionnelles jusqu’au 27 mars 2028. Cette certification est accessible par la VAE (Validation des acquis de l’expérience).
Code NSF 326 et 326n – Autorité responsable Ingetis
La formation inclue une certification CSNA de notre partenaire Stormshield.
School of Electrical and Electronics Engineering, University of Adelaide, Adelaide, 5005, SA, Austra
September 2004
to August 2008
Complex systems studies, financial engineering, derivatives, quantum field theory, game theory.
Telecommunication, Electrical engineering.
Research in financial engineering using methods in HPC and a direct application of quantum field theory.
This is done using path integrals to contribute to financial mathematics to evaluate a fair price for diverse option such as European, Exotic and American options.
Details and Extracurriculars
Analytical derivation and calculation of path integrals using Gaussian and non-Gaussian stochastic processes to evaluate a fair price of the option for European, Exotic and American options.
Evaluation of the Greeks (Delta, Vega, Theta, Rho and Gamma) Using the Black-Scholes Model to evaluate the risk (risk management).
Derivation of stochastic processes using real data coming from financial markets and stock prices:
. Use of numerical methods (The Euler-Marayama, Milstein, the order 1.5 strong Taylor scheme, the Runge-Kutta scheme) to solve numerically stochastic differential equations.
Use of stochastic volatility models, mean reverting, Heston models. Also use of stochastic models of the Hull-White and Vasicek models and extraction of the probability distribution functions from these models.
Ito Calculus, Ito Lemma and use of the Fokker-Planck equation.
Development of codes en f90, Perl, MatLab, Mathematica, Maple, R:
. Use of the R packages to extract distributions from real data coming from financial markets and stock prices and establish statistical models of type GARCH.
. Development of routines and methods in f90 to calculate numerical partial differentiation and perform numerical integration.
Research project construction in collaboration with other researchers.
Light teaching duties within the Electrical and Electronics Engineering department for engineering students:
. Tutoring for the subject « communication systems and signal processes » within the School of Electrical and Electronics Engineering at the University of Adelaide.
Establish international collaborations with my field of research.
Theoretical physics, discretization of space-time onto a hypercube (that is a 4 Dimensional mesh) with periodic boundary conditions:
. Numerical simulation using Monte Carlo methods.
. Development of algorithms for operators ported onto machines with parallel architecture. The first was done onto a CM5 using Connection Machine FORTRAN (CMF), it was then extended using High Performance FORTRAN (HPF) on a network managed using Myrinet.
. Analysis of the physics for the subatomic particles physics (quarks and gluons).
. Study of the Quantum Chromodynamics (QCD) vacuum.
. Study of the mass and renormalization functions for the quark propagator using Wilson and overlap fermions.
. Study of the gluon propagator and establishment of the infra behavior of the propagator using improved actions and improved operators (this work was done in collaboration).
. Study of smoothing algorithms such as cooling, improved cooling, APE and improved APE smearing, AUS and improved smearing. This was done in the QCD vacuum in quenched QCD.
. Development of algorithms to smooth out the quantum fluctuations such as the cooling and smearing methods in the QCD vacuum, and establishment of the related rates of smoothing between the different smoothing algorithms. This was done using numerical methods to arrive at a non universal analytical formula relating the different algorithms with the corresponding numerical factors.
Simulation numérique sur architecture parallèle, développement de codes parallèles en f90/HPF:
. Development of scripts to submit jobs in a queue.
. Development of Makefile.
. Development of c-shell script to automate data analysis.
. Development of HPF code to implement improved actions and smoothing algorithms as well as for the analysis of the quark propagator in Lattice QCD.
Creation of parallel algorithm to generalize a masking procedure on a a 4 dimensional mesh (the lattice) which enables the porting of any gauge actions in SU(N) (Published in the Journal of Computational Physics).
Management of the numerical simulations on the available computational resources at the time:
. Management of the production simulations over a forecast period of time. The results were then published in international journals (Physical Review D).
Maintenance et gestion du développement des codes de développement.
Collaboration with other developers of the production codes.
Development of parallel algorithms.
Data analysis.
Visualization of the data using AVS Express.
Redaction of scientific papers published in international journals, and oral presentations to unfamiliar crowds of the research findings.
Particles physique, theoretical and mathematical physics.