I am an engineer and researcher based in Paris. Currently, I work at Datadog as a Staff Applied Scientist.
Experience
Previously, I was:
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Cofounder and CSO at Sarus Technologies (YC W22), working on privacy-preserving data science - acquired by Datadog in 2025
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Senior Director Data Scientist at Verizon Media
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Founder and CSO at AlephD, providing real-time solutions for publishers - acquired by Verizon in 2016
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Quantitative Risk Management at Société Générale
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Economic and Financial Advisor at the French Treasury
Publications
I have published research on stochastic control, auction optimization, and privacy.
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Recurrent Neural Networks for Stochastic Control in Real-Time Bidding (KDD 2019)
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Optimal Allocation of Real-Time-Bidding and Direct Campaigns (KDD 2018)
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Optimization of a SSP's Header Bidding Strategy using Thompson Sampling (KDD 2018)
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Real-Time Optimization of Web Publisher RTB Revenues (KDD 2017)
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The Strange Complexity of Constrained Delaunay Triangulation
Code
You can find my open source projects on GitHub. I have been working on:
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Structured Logprobs: OpenAI's Structured Outputs with Logprobs.
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Qrlew: A Rust library for SQL rewriting and differential privacy.
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Arena: A place to evaluate public models.
You can find more about my professional experience on LinkedIn.
Here you will find some of my personal projects and notes.