Expertise

I am Professor at emlyon business school, where I have been a faculty member in the Department of Economics and Quantitative Finance since 2013. My expertise lies in financial markets, with a strong focus on risk management, commodities, and derivative contracts. In my research, I explore how financial contracts can be designed, valued, and managed, how information embedded in financial data can be extracted, and how robust portfolio allocation strategies can be developed.

Engagements

Media availability
Expert availability
Accredited to Supervise Research
Academic Research

Links

Personal website
Linkedin profile

Honors

Award for the second-best paper
Awarded, International Ruhr Energy Conference 2015 (INREC 2015), 2015
Award for the best paper in risk management
Awarded, Global Association of Risk Professionals (GARP), during the EFMA 2011 annual meeting in Braga, Portugal, 2011
Doctoral fellowship
Awarded, French ministry of research, 2009-2012

Organizational Affiliations

QUANT - Quantitative Methods in Business, emlyon business school

Professor level 1, Department of Quantitative Finance & Economics, emlyon business school

Past Affiliations

Assistant Professor, Department of Quantitative Finance & Economics, emlyon business school

Associate Professor, Department of Quantitative Finance & Economics, emlyon business school

Education

2024, Accreditation to Supervise Research (HDR)

Paris 1 Panthéon-Sorbonne University, France

Management Sciences (Finance)
2013, PhD

Paris 1 Panthéon-Sorbonne University, France

Applied Mathematics
2007, Master of Science

Paris 1 Panthéon-Sorbonne University, France

Quantitative finance
2006, Master of Science

Paris 1 Panthéon-Sorbonne University, France