Professor in Quantitative Finance ​- Qualified Financial Advisor - Senior Consultant in Asset Management​

Short Biography

Bertrand is a Full Tenured Professor in Quantitative Finance at EM Lyon Business School (Paris and Shanghai Campus), the Head of the MSc. in Quantitative Finance at EMLyon Business School (Paris Campus) – as of September 2017, a Full Tenured Professor in Financial Economics at the University of La Réunion (on sabbatical), an Adjunct Professor in Finance at the University of Paris-Dauphine, and the Principal at Variances (a consulting company providing academic supports to financial institutions). He is currently a Senior Academic Fellow at the Louis Bachelier Institute. He has also been, for more than 15 years, an Executive Head of Quantitative Research (MD/CEO) within a large European Asset Management company (Center of Excellence in Funds Selection; Qualified Advisor: CIF – n°ORIAS: 13000399 - He graduated in Economics, in Finance, in Statistics, and holds a Ph.D. in Economics and a Ph.D. in Finance (Habilitation à Diriger des Recherches) from the University of Paris-1 Panthéon-Sorbonne, and has been promoted as a Full University Professor (Professeur Agrégé des Universités). Bertrand has published several articles in academic journals in Economics, in Finance and in Applied Mathematics, such as the Journal of Banking and Finance, Journal of Economic Dynamics and Control, European Journal of Operational Research, Quantitative Finance, Review of International Economics, European Journal of Finance, Neural Networks, Neurocomputing, chapters in books edited by Wiley, Springer and Kluwer Academics, and serves as an academic referee for several international leading journals. He was also a co-editor of the book entitled “Multi-moment Asset Allocation and Pricing Models” published by John Wiley NYC. His domain of expertise covers financial econometrics, risk management, performance measurement, portfolio management and asset pricing. With a thorough knowledge of the latest research in finance and a sound practitioner experience of financial markets over the last 15 years, he is specialized in the design of tools to support decisions and financial products with a high added value.

Main Activities

Professor in Quantitative Finance - EM Lyon Business School – Paris and Shanghaï Campus (Full Position since 2016) and Head of the MSc. in Quantitative Finance - EM Lyon Business School - Paris Campus (since 2017)

Lectures in Fixed Income, Advanced Quantitative Portfolio Management, Financial Applications (M.Sc. programs in Quantitative Finance)…

Professor in Financial Economics, University of La Réunion (Full Position since 2013 – now in sabbatical, with exeat) and University of Paris-Dauphine (Part-time Adjunct Professor Position since 2014)

Lectures in Actuarial Science, Econometrics, Risk Management (M.Sc. programs in Economics)... Options and other Derivatives (B.Sc.), Financial Econometrics ((M.Sc. programs in Economics), Econometrics (M.Sc. programs in Economics), Quantitative Portfolio Management (M.Sc. programs in Economics).

Senior Academic Fellow at the Louis Bachelier Institute (since 2013)

Productions of research, working papers, seminars and conference attendances…

Principal, Variances (since 2004)

Providing Lectures, Research Articles, Advices and Academic and Professional Research Support for Asset Managers, Financial Institutions, Governmental Institutions, Public Companies, Data Providers, Financial Soft Editors, Hedge Funds, Institutional Consultants, Pension Funds and Private Bankers…

Senior Scientific Advisors (since 2014)

Providing assistance and support to various companies (FinTech mainly)...

Previous Positions

CEO, AAAdvisors-QCG (ABN AMRO, 2004-2016)
Head of Research, AAAdvisors (ABN AMRO, 1998-2016)
Senior Reader in Finance, University of Orléans (Full Position 2011-2013).
Lecturer in Financial Economics, University of Paris-1 (Full Lecturer 1997-2011) and Researcher at the CES/CNRS (1997-2011).
Academic Fellow at the Europlace Institute of Finance (2004-2013).
Professor of Finance, ESCP Europe (Affiliated position - Part time sheet, 2000-2004).
Researcher at the FMG, London School of Economics (Associated position - Part time, 2002-2004).

Personal Information

Born the 3rd of May, 1969 (at 6:30 am)
in Le Perreux-sur-Marne (France).
Married with Delphine for more than 25 years.
Two children: Jules, Antonin, Jean – 17 years; Manon, Eléonore, Marie – 13 years.