Full Stack Engineer, GDS Élec
Jul 2022 – Jan 2023
- I shipped an application to production that manages electric vehicle charging stations remotely, over the OCPP protocol.
Software Engineer & AI Engineer · Paris
I come from computing and performance, I build full stack products in TypeScript, and I work with agents and LLMs every day.
I join Epitech for a Master of Science, Expert in Information Technology: class of 2026.
Jul 2022 – Jan 2023
I launch STAXX, my final-year project, which I carry through to my 5th year.
Sep 2023 – Feb 2024
2024
IT services and consulting company.
I am happy to recommend William Stoops, who did an internship at INTM Group. I had the pleasure of working with him on React development assignments, and although I officially had a mentoring role, it was clear from the start that William already had a solid technical background and great autonomy.
William stood out for his curiosity and his will to learn. He approached every challenge with enthusiasm and always sought to deepen his knowledge and skills. His autonomy and motivation were obvious, making our collaboration both productive and rewarding.
I am convinced that William will keep excelling in his career, and I warmly recommend him to any team looking for a talented and motivated developer. His drive and thirst for learning are major assets for any project.
A year at Korea University, in South Korea, taught in English: deep learning and computer vision.
안녕하세요(hello)
A year to go from using models to building them: the mathematics first, then how a network learns, computation by computation, and the architectures that came of it.
Linear algebra
On Gilbert Strang’s textbook, Introduction to Linear Algebra
Models trained
안녕히 계세요(goodbye)
Bonjour.(hello)
Back in France, I join IT-Finance, publisher of ProRealTime. With the STAXX team, we go on NRJ Lille, then win the Epitech Summit.
Since Sep 2025
Financial software publisher, about 70 people.
Three-dimensional implied volatility surface, by strike and maturity. It forms a valley: volatility is lowest around the current price and rises on distant strikes, most at short maturities; over time, the curve flattens and rises slightly.
The computation, in miniature
An option’s price depends on the volatility expected of the underlying. Implied volatility is the one that, in the Black-Scholes model, gives back the observed price: one per strike and maturity. Together, they form this surface.
σ 15%30%
Drag or use the arrow keys to turn. Hover to read the smile and the term structure.
1 hour = 1.2 seconds
Simulated time: 0 h 00
Since 2024
Equipment ordering platform for the construction industry
Epitech final-year project. 1st at the Epitech Summit competition, pitched to 300 people.


Epitech class of 2026. Software Engineer at IT-Finance, publisher of ProRealTime.
Personal practice and academic work.
A role, an assignment or a question? Write to me.