Banque de France
50, rue de Londres
Paris 75009, France
Banque de France, Inspection Générale, On-site banking supervision, Internal Risk Models Unit
Inspector, Head of Mission : Feb. 2018-present
ECB missions (review of internal models, credit files review, ICAAP), IMF technical assistance mission, ACPR missions
Chair of the Inspection' internal task force on the use of big data and AI for on-site supervisory purposes
French Supervisory Authority, Research Department
Senior Research Adviser, Head of the Research Unit : 2017-2018
Research in Banking and Financial Regulation, Policy Briefing -
Management of the team : 4 researchers, 2 consultants
Head of the Macro Prudential Risk Division : 2011-2016
Stress tests, Banking, Insurance, Financial Regulation, Macroprudential Policies, Policy Briefing
Management of the team : 25 economists, researchers, quants and consultants
ACPR representative in international groups (EBA, ECB,ESRB,BIS, EIOPA) on stress testing, financial stability and macroprudential policies
Banque de France
Deputy Head of the Microeconomic Studies Division: 2008-2011
Research in labor economics and consumer finance, Policy briefing
Co-Management of the team : 12 researchers, consultants and assistant researchers
PhD Candidate in Economics at Cornell University-2004-2008
Macroeconomic Studies and Forecasting Unit: Economist-2001-2004
Forecasting and macroeconomic studies (see publications), policy briefing.
Representative of the Banque de France at the Working Group of Forecasting of the Euro system of Central Banks.
Representative of the Banque de France at the Working group on “Labour market mismatches in euro area countries”.
Market Operations Department Euro Market Unit : Adjoint de Direction, Fixed Income Portfolio Manager 1999-2001.
Trading-Investment Tools Developments (zero-coupon curves, efficient frontiers and optimal portfolios estimates)-Market Analysis
GAN-GROUPAMA- Collective Insurance Department
Actuary : 1998-1999
Pricing of collective insurance contracts protecting from borrowers’ default
Délégation Générale de l’Armement (Procurement Agency)
Mandatory Military Service as “scientific staff” : 1997-1998
Cornell University: Ph.D. in Economics, 2009
Fields: Labor Economics, Public Economics and Applied Econometrics
Committee: Professor Lawrence M. Kahn (Chair), Professor John M. Abowd, Professor Jed DeVaro.
University of Paris I, Sorbonne: M.S. in Macroeconomics, 2004
M.S. Thesis : « modelisation for the French saving ratio » under the supervision of Antoine d’Autume -Published in the Banque de France Monthly Bulletin Nov.2004-Quoted in the Newspaper “Le Monde” 31.Oct 2004.
ENSAE (Ecole Nationale de la Statistique et de l’Administration Economique), 1997
M.S. in Economics and Statistics (Diplôme de l’ENSAE). Major in financial engineering and actuarial science.
Member of the Institut des Actuaires Français (French Society of Actuaries)
M.S. Thesis : “Option pricing under uncertain volatility : the Avelanedda, Levy and Paras approach”