Resume

Under construction...

For a more detailed resume, please send me an email at lcousot [ at ] gmail.com.

Experience


BNP Paribas, Fixed-Income Research and Strategy Team, London, UK - Nov 11, Present.
Co-Head of Credit Quantitative Research

BNP Paribas, Fixed-Income Research and Strategy Team, London, UK - May 10, Nov 11.
Co-Head of Structured Credit and Hybrids Quantitative Research

BNP Paribas, Fixed-Income Research and Strategy Team, London, UK - Mar 08, May 10.
Quantitative Analyst in the Structured Credit and Hybrids Team.

New York University, Courant Institute, New York, USA - Sept. 02, May 07.
Teaching Assistant

BNP Paribas, Fixed-Income Research and Strategy Team, New York, USA - Mar. 06, Dec. 06.
Part-time intern

BNP Paribas, Fixed-Income Research and Strategy Team, Tokyo, Japan - May 05, Aug. 05.
Summer intern

Bloomberg LP, Quantitative Finance Research Team, New York, NY, USA - June 04, Aug. 04.
Summer intern under the guidance of Peter Carr

Banca IMI, Product and Business Development, Milan, Italy - June 03, Aug. 03.
Summer intern under the guidance of Damiano Brigo

BNP Paribas, Fixed-Income Research and Strategy Team, London, UK - May 02, Aug. 02.
Summer intern

NASA Ames Research Center, Software Engineering Group, CA, USA - July 01, Sept. 01.
Summer intern under the guidance of Klaus Havelund

Education


New York University, Courant Institute, New York, USA - Sept. 02, Dec. 07.
PhD in Applied Mathematics

Thesis title: 'Constructions of martingales and of increasing processes with constrained marginal distributions'.
Advisors: Peter Carr and Robert Kohn.
Coursework included PDEs, Probability, Stochastic Calculus, Numerical Analysis, Financial Modeling.

Ecole Polytechnique, Palaiseau, France - Sept. 99, July 02.
MS in Applied Mathematics

First major in Applied Mathematics. Second major in Computer Science.

Lycee Henri IV, Paris, France - Sept. 96, Aug. 99.
Mathématiques Supérieures and Mathématiques Spéciales

Undergraduate university-level preparatory classes for the nationwide examination to the French Grandes Écoles.

Skills


  • Programing languages: Java, C/C++, Matlab.
  • Softwares: Mathematica, Latex, NAG.

Honors



McCracken Fellowship and Fondation de l’École Polytechnique Scholarship.