Dr Nicolas Langrene

Senior Research Scientist

Contact details:

  • +61395458071
  • DATA61 CSIRO, LOCKED BAG 38004
    DOCKLANDS VIC 8012 AUSTRALIA

Biography

Nicolas Langrené currently works at the Commonwealth Scientific and Industrial Research Organisation (CSIRO, Australian federal research and development agency). Nicolas does research in stochastic algorithms and computational statistics, with applications for industrial and financial risk management and insurance. Current topics of interest include statistical learning methods for solving stochastic control problems as well as real options analysis for the mining and energy industries.

Academic Qualifications

  • 2014

    PhD (Stochastic Control)
    University of Paris

  • 2010

    Master of Science (Statistics, Mathematical Finance), dux
    University of Paris

  • 2009

    Master of Science (Applied Mathematics, Computer Science)
    Grenoble Alps University

  • 2009

    Engineering School (Computer Science, Applied Mathematics)
    Grenoble INP - ENSIMAG

Professional Experiences

  • 12/2015-06/2019

    Research scientist
    CSIRO

  • 03/2014-11/2015

    Postdoctoral fellow
    CSIRO

  • 04/2009-11/2010

    R&D intern
    Électricité de France

  • 07/2007-06/2008

    Strategist intern
    Natixis

Related links

Publications

We have publications by Dr Nicolas Langrene