Current Position - Status

Centre of Research : Management (DRM)

Other activities and responsibilities

Head of Systematic Investment Strategies, Lombard Odier

Former positions

SGAM AI, Senior Quantitative Analyst
IXIS CIB, Senior Quantitative Analyst

Education and qualification

Ph.D.

Awards

Martello Award for Best Academic Paper, Journal of Alternative Investments, 2006

Fields of teaching, research and professionnal competence

Fields of teaching

• applied financial economics
• econometrics

Fields of research

• Management science
• Finance

Areas of Expertise

• financial econometrics
• quantitative finance

Fields professionnal competence

Number of theses in process : 1