Nicolas graduated from Ecole Centrale Paris and Ecole Normale Supérieure (Cachan) in 2002, specializing in applied mathematics. He started his career at Murex as a consultant and later worked as a quantitative developer. In 2005 he joined Barclays Capital in London to develop the first CVA models for the front office. In 2012 he earned a PhD in Quantitative Finance from Ecole Centrale Paris. After further extending the XVA models at Barclays, he returned to Paris to lead the quantitative analytics team of Riskdata.
In 2016 he co-founded Quarisma Finance. He also teaches XVA at masters level.