Fintech engineering student at ESILV (Paris) — building trading systems, DeFi protocols, on-chain applications, and quantitative research on DeFi risk.
DeFi Peg Failure & Tracking Error — a research portfolio (repo)
16-week research internship (Derivalink, via Acensi) building an audited, from-scratch on-chain data pipeline across ~20 DeFi synthetic-asset protocols, then applying econometrics, machine learning, reinforcement learning and graph theory to how — and why — pegs fail. Twenty technical sub-reports plus one synthesis report, each backed by a full data audit and a pre-registered evaluation standard applied throughout — including a headline result that was internally audited and retracted, reported as plainly as the positive ones.
Featured reports:
- 📄 Internship Report — the synthesis: methodology, 4 research questions, findings, design recommendations
- MakerDAO — DAI — survived March 2020 and March 2023 SVB; during SVB its oracle bottomed at $0.889 while DAI traded at $0.828 on Curve, a 600+ bp gap invisible to a single oracle
- Iron Finance — IRON/TITAN — full forensic reconstruction of the June 2021 collapse (supply inflated ~335,000× in ~24h)
- Systemic-risk graph theory (S9) — a from-scratch DebtRank model validated against 3 real historical collapses
- IV-smirk gate report (S8) — the report with the retracted result: an audit found the exciting claim didn't hold up, so it was withdrawn
→ Full index of all 20 sub-reports
Cross-venue sports/prediction-market arbitrage bot (private repo)
Arbitrage engine spanning Polymarket (CLOB, Polygon), Azuro V3 (LP-backed vAMM, Polygon/Gnosis) and Overtime V2 (AMM, Optimism/Arbitrum/Base) — detects opportunities where the net edge after every friction (venue fees, size-aware slippage, gas, staleness, basis risk) is positive across two venues quoting the same event.
| Project | Event | Result | Description |
|---|---|---|---|
| orma | XRPL Lending Protocol 2026 (De Vinci Blockchain, Paris) | 1st place | Solvency oracle for closed-ended XRPL lending vaults. The first recognised loss is invisible to every indexer that diffs transaction metadata, so a vault can read 1.00 while it holds 0.80; Orma reads the objects instead, publishes the grade as a native XLS-47 oracle object a second publisher can contest, and lets an XLS-70 credential gate who may subscribe. Shipped with a protocol paper and a 40-finding developer-experience report filed during the build. Three of those findings were reported on the closed-ended vault specification and merged into XLS-65/66 the next day: two protocol constants that did not match the server, and a transactor missing from the permission matrix. A fourth finding was accepted by a Ripple maintainer and turned into a documentation task. |
| agentfi | ETHDenver 2026 | 2nd place — 0G Best DeFAI, 3rd place - ADI Chain | Multi-chain marketplace for autonomous AI agents as iNFTs (ERC-7857), with payments on ADI Chain and orchestration via Hedera |
| inflexion | Arbitrum Open House 2026 | Trustless, fully-collateralized on-chain market for Uniswap v3 impermanent-loss risk. Fair value priced on-chain via a closed-form Arbitrum Stylus (Rust) oracle; a cvAMM floor and competing market makers route to whichever is cheaper. Full stack: contracts, SDK, REST API, subgraph, frontend. My most-developed solo project — the one with the most real design work behind it. | |
| sui-shield | EPFL SUI 2025 | Decentralized gas fee insurance marketplace on Sui | |
| tokena | XRPL Rome 2025 | 4th place | XRPL multi-party token issuance & management |
| Project | Description | Stack |
|---|---|---|
| crypto-portfolio-management | Multi-strategy crypto portfolio optimization dashboard — 7 allocation strategies, GJR-GARCH volatility, HMM regime detection, on-chain signals, walk-forward backtesting, real-time Binance prices | Python, Plotly Dash |
| funding-engine | Delta-neutral funding rate arbitrage across CEX/DEX (Bybit, Hyperliquid) | TypeScript |
| Polymarket BTC Up/Down trading system (private) | Hybrid algorithmic trading system for Polymarket's BTC Up/Down binary options — Black-Scholes fair value vs. Binance/Chainlink feeds; taker mode (Fill-and-Kill) and market making (Avellaneda-Stoikov) | TypeScript |
| spark-base | Competitive on-chain mini-games platform on Base — players earn ARK tokens, stakes escrowed on-chain (Base Batches 2025 Hackathon) | Solidity, Node.js, React |
| blackjack-strategy-studio | Optimal blackjack strategy table generator with rules-aware engine | Python, React |
| ask-starknet-bot | Starknet Q&A bots for Telegram, Discord, and X using LangGraph + MCP | Python |
| rust-port-scanner | Multi-threaded TCP port scanner | Rust |
| build-your-own-git | Minimal git implementation — init, hash-object, cat-file, ls-tree, write-tree, commit-tree (CodeCrafters challenge) | Rust |
