Work Experiences.

Full Professor in Applied Mathematics in University Paris1 Panthéon - Sorbonne

Visiting professor inside the Financial engineering department of NYU, New York, USA
Head of the Economics Doctoral School  EPS ED 465 of the University  Paris1 Panthéon – Sorbonne (2009 – 2013)

Member of LabEx ReFi (regulation financière)

Affiliated researcher to IPAG (Paris – Nice)


Research domains:  

Other responsabilities:  
"Thèse d'état" in Applied mathématics
PhD in Statistics

Non-Linear Econometrics Modelling – Parametric and Non-Parametric statistical tools – Deterministic dynamical Systems –  Extreme value theory -Financial Markets – Pricing theory - Risks –  Business cycle – Forecasting - Financial Regulation

Elected at the commission to recruit members in Mathematics inside the University Paris1 Panthéon - Sorbonne.
Co-Head of the track  Quantitative Finance of the Research Master MMMEF at University Paris1 Panthéon - Sorbonne
Head of the finance team inside the laboratory CES (2009 - 2013)
Elected at the council of the laboratory CES (2009 - 2013)

Senior Academic Fellow of l’IEF (Institut Europlace de Finance).
Fellow of the European network EABCN (Euro Area Business Cycle Network).