Curriculum Vitae
PhD candidate in Applied Mathematics & Quantitative Finance · MBA in Science & Management, Collège des Ingénieurs · Centre d'Économie de la Sorbonne.
Profile
Applied-mathematics PhD candidate specialising in stochastic optimisation and quantitative finance, with a publication in Mathematics of Operations Research. Alongside the PhD I am completing an MBA in Science & Management at the Collège des Ingénieurs. I enjoy turning theory into efficient, well-tested algorithms, and I am seeking quantitative research and analyst roles in banking, asset management and consulting.
Work experience
Centre d'Économie de la Sorbonne
Developing learning and stochastic-approximation schemes for the risk-budgeting problem. Designed mirror-descent algorithms with non-asymptotic convergence guarantees, implemented in Python and published in Mathematics of Operations Research. Supervised by Noufel Frikha.
Université Paris 1 Panthéon-Sorbonne
Teaching seminars and practical classes in Fundamentals of Mathematics.
Tallunion SL
Conducted profitability analysis of products and services. Managed cash flow and assisted with budget tracking. Optimized costs in logistics and inventory management. Prepared financial reports to support strategic decisions.
Epidemiology & Clinical Research Service · Santiago University Clinical Hospital (CHUS)
Analysis of databases for the evaluation of treatment efficacy. Support in health research through statistics.
Education
Science & Management
An MBA pursued in parallel with the PhD, combining management training with corporate projects across Paris, Munich and Turin. Focus on leadership, entrepreneurship and strategic decision-making.
Centre d'Économie de la Sorbonne
Stochastic approximation schemes in finance, particularly their applications to risk budgeting and other financial processes. Supervised by Noufel Frikha.
Erasmus Mundus Joint Master Degree · GPA 4/4
A joint master among Université Paris 1 Panthéon-Sorbonne, UCLouvain, Universitat Autònoma de Barcelona, Università Ca' Foscari and the Warsaw School of Economics. Track: Università Ca' Foscari (2022); Université Paris 1 Panthéon-Sorbonne — M1 MMEF & M2 MMMEF, quantitative finance (2023–2024). Stochastic calculus, machine learning, algorithmic trading, portfolio choice, asset pricing, Monte Carlo methods, econometrics, Hawkes processes, macro- and microeconomics, risk measures.
Universidade de Santiago de Compostela · Grade 8.5/10
With exchanges at Maria Curie-Skłodowska University and Universidad de Sevilla. Statistics, algebra, ODEs, PDEs, mathematical analysis, modelling, geometry, topology and game theory.
Santiago de Compostela
Publications & research
M. Arnaiz Iglesias, N. Frikha · in preparation
Technical skills
Awards & distinctions
Leadership & activities
Colegio de España, Paris
Organise and coordinate activities and events for residents.
Université Paris 1 Panthéon-Sorbonne
Liaison between doctoral students and the university administration.
Languages
Interests
Tennis and sport, painting, and sailing (boat licence).