Nicolas Jeannequin

In the numerical analysis world I am particularly interested in adaptive high-order, unstructured, finite element methods (continuous and discontinuous). I am also interested in high order adaptive time integration schemes for stiff problems. Time and space adaptivity are at the centre of most of the current research in finite element methods and it is a very powerful technique that is general enough to work for many different kinds of problems with complicated geometries. The way the adaptivity is implemented is very much problem dependent and a great amount of analysis has to be employed for the methods to be as efficient as possible. These high order methods are really well suited to problems with smooth solutions which allow for exponential convergence.

Computational biology is fast becoming a major area of applied mathematics. More and more funding is going in this fascinating area of research. I focus mainly on models of the electrical activity of the heart and use the above numerical methods to solve these models. Most of the methods used to date have been relatively simple and applying high order methods with adaptivity is challenging and very interesting. Being capable of solving the models with a high degree of accuracy is very important in contributing to the understanding of cardiac arrhythmias.

Quantitative finance has been a major area for the development of numerical methods and applied mathematics in general since Black and Scholes. My interests lie both in the equity and fixed income world. I am particularly interested in Quasi-Monte Carlo methods (low discrepency sequences), variance reduction techniques, asian and american options, stochatic volatility (Heston in particular) and simulation of forward rates (market models) in general. Of course PDE methods are also of interest to me, but this is covered in the numerical analysis paragraph.

• 1996-1997: GCSE in English [speaking and listening] grade A, English Literature grade A,  History grade A*,
• 1998-1999: Baccalaureate (French A level) Scientific option, with higher mathematics, at Lycée International of St Germain en Laye (English, German, Italian), obtained distinction,
• 1999-2001: Preparatory School, Lycée Henri IV (one of the top 3 in Science academic ranking in France), “Classe de Mathématiques Supérieures et Spéciales”,
• 2001-2004: Ecole Centrale Paris (one of the top 3 French engineering schools), qualified as a Scientific Engineer in Applied Mathematics, achieved an aggregate among the top 5% of students,
• 2003-2004: Oxford University, MSc in Mathematical Modelling and Scientific Computing at the Computing Laboratory, obtained with Distinction and obtained the Nuclear Electric prize,
• 2004-2005: Oxford University, Doctoral Training Centre, preparation to my DPhil to have some basic training in  biology,
• 2005-present: Oxford University, DPhil student in Numerical Analysis and Computational Biology at the Computing Laboratory. I am part of the Integrative Biology project,
• April 2006-June 2006: Rice University, visiting research student at the Department of Computational and Applied
  Mathematics.

• June 2006-August 2006, Credit Suisse, London, UK
  Quantitative Summer Associate
  10 week training programme. I spent the first 4 weeks completing the Global Modelling and Analytics Group training which focuses on learning modeling for financial instruments across Equities and Fixed Income. I then spent 6 weeks working for the quantitative group and I was attached to Equities and Fixed Income working on a specific project.
• November 2003-June 2004, Wany Robotics / Centrale Paris, France
  C++ Programmer
  I was in charge of a project involving students from Ecole Centrale Paris in testing and programming a robot for Wany Robotics. The aim of the project was in programming in C++ the robot’s artificial intelligence.
• July 2002-August 2002, Renault Automation Comau, Trappes (Yvelines), France
  Assistant Project Manager
  Contributed in setting up and implementing a production line at Gent (Belgium) for Volvo (our client). I also took an active part in assembling and testing the highly specialized machines.

I am also involved in the Rhodes Scholars' South Africa Forum (RSSAF). Being French, I have of course not had the possibility of applying to the Rhodes scholarship, since my country is not part of the scheme. However, I have become very much involved in understanding the problems that currently blight South Africa and I felt the need to get involved. The association is primarily composed of Rhodes scholars but they also welcome other Oxford university students such as myself.

Rhodes scholars have of course a historical and financial link to Southern Africa and therefore a responsibility to redress the effects of colonialism in that region. To address the particular issues or racism, apartheid and colonialism, a group of students founded Rhodes Scholars Against Apartheid (RSAA) in the 1980s. Following the release of Mr. Nelson Mandela and the initiation of the negotiations process in South Africa, RSAA reconstituted itself as the Rhodes Scholars' Southern Africa Forum (RSSAF), with a broader mandate of issues affecting the entire Southern African region. This entailed using links between the Rhodes scholar community, the Rhodes Trust, and Southern Africa to assist the transitions and development in Southern Africa and to inform ourselves and the Oxford community of the changes taking place in the region. This project is very important to the future development of South Africa and has led me to join this very worthy cause.