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

Current Teaching

2016- : EM Lyon Business School (Lectures and Head of the MSc.)

  • "Fixed Income" – 2nd year in Finance (M.S.c QF) – 24 hours.
  • "Advanced Quantitative Portfolio Management" – 2nd year in Finance (M.S.c QF) – 48 hours.
  • "Financial Applications" – BSc. Courses: 2nd year in Finance (M.S.c QF) – 12 hours.

2014- : University of Paris-Dauphine (Lectures)

  • "Quantitative Portfolio Management" – 5th year in Finance (M.Sc. 201) – 20 hours.
  • "Research in Financial Econometrics" – 5th year in Finance (M.Sc. 106) – 20 hours.
  • "Option and other Derivatives" – BSc. Courses: 3rd year in Economics (at the Brooklyn College / New-York City) – 20 hours.

2011-2014: University of La Réunion and University of Orléans (Lectures)

  • "Actuarial Science" – Master Courses: 5th year in Economics - 20 hours.
  • "Econometrics of Qualitative Data" – Master Courses: 5th year in Economics - 30 hours.
  • "Risk Management" – Master Courses: 5th year in Economics - 12 hours.
  • "Quantitative Portfolio Management" – Master Courses: 5th year in Finance (Orléans BFA / Paris-1 BF students) – 2 * 20 hours.
  • "Financial Econometrics and Quantitative Methods in Finance" – Master Courses: 5th year in Finance (BFA) - 20 hours.
  • "Option and other Derivatives" – Master Courses: 5th year in Finance (BFA) - 20 hours.
  • "Empirical Finance" – Master Courses: 4th year in Econometrics (ESA) - 24 hours.
  • "Risk Modeling and Research Topics in Finance" – Master Courses: 5th year in Econometrics (ESA) and Finance (BFA) - 15 hrs.

Other Teaching Experiences

1993/2011: Various class teachings and lectures in Monetary Economics (1st year), Statistics (1st year), Financial Mathematics (B.Sc. and practitioners), Computers and Applied Information Technology (1st year and M.Sc.), Macroeconomics (3rd year), Financial Macroeconomics (M.Sc.), Financial Microeconomics (M.Sc.), Finance (M.Sc.), International Finance (M.Sc.), Financial Econometrics (M.Sc.), Risk Management (B.Sc. and M.Sc.), Portfolio Management (M.Sc., MBA and EMBA)...

Visiting Positions Abroad

Winter 2015: Brooklyn College - NYU (US) – Invited Professor.
Summers 2006-2015: University of Bristol (UK) – Visiting Academic / Finance Dpt.
Springs 2012-2015: University of Ca’ Foscari (Italy) - Visiting Researcher / Finance Dpt.
2009-2011: University of Ca’ Foscari (Italy) - Visiting Professor / Finance Dpt.
Springs 2001-2007: Moscow Higher School of Economics (Russia) - Visiting Professor / Economics Dpt.
2002-2003: London School of Economics (UK) - Visiting Academic at the Financial Markets Group.