Othmane Zarhali

PhD Student at Université Paris Dauphine - CNRS

Speaker

Othmane ZARHALI is a PhD candidate in applied mathematics at CEREMADE, Université Paris Dauphine–PSL and CNRS, under the supervision of Emmanuel Bacry and Jean-François Muzy. He graduated from École des Mines de Nancy with a degree in applied mathematics and obtained an MSc in Probability and Finance (ex-DEA El Karoui) from École Polytechnique and Sorbonne Université. Before his PhD, Othmane had an experience as a quantitative research analyst at Natixis and HSBC among others.

His research interests include statistical finance, multifractal models, rough volatility, and market microstructure.