Curriculum Vitae

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Current position Associate Professor (Maître des Conférences), Paris Nanterre University (Nanterre, France)

Previous positions

Sept. 2012–Sept. 2013 Max Weber Fellow, European University Institute (Florence, Italy)

Feb. 2012-Feb. 2013 Research Assistant for the RunMyCode project, HEC Paris

Education

Research Fields - Econometrics and Finance:

Theoretical Econometrics: Time-Series, Forecasting, Financial Econometrics

Finance: Financial Risk Modelling

Scholarships and Grants

2017 In top 5% RePEc/Ideas authors ranking in terms of “number of downloads through RePEc Services over the past 12 months”

2015-2019 PEDR research fellowship

2014 1^st PhD Thesis price by MSH Val de Loire

2012-2013 Max Weber Postdoctoral Fellowship (European University Institute)

2010 EOLE grant (Franco - Neerlandeese Network)

2009-2012 MESR Ph.D scholarship (French Ministry of Education and Scientific Research)

2008-2009 AUF scholarship (Francophonie University Agency)

2007-2008 Erasmus scholarship (University of Orléans)

Visiting

• Department of Economics, European University Institute (Fall 2011, 2013-2014)

• School of Business and Economics, Maastricht University (2009, 2010, 2011)

Participation in Funded Research Projects

• • Défi "INFIniTi", CNRS Interdisciplinary Exploratory Project (2018) - reconducted -, Research Project "Analyse Multivariée du Risque Financier et Modélisation de la persistance en présence de Jumps", Coordinator (with de Truchis, G.)

  • Défi "INFIniTi", CNRS Interdisciplinary Exploratory Project (2017), Research Project "Analyse du Risque Financier et Modélisation de la persistance en présence de Jumps", Coordinator (with de Truchis, G.)

  • SAS-IIF Grant to Support Research on Principles of Forecasting (2013), Research Project "Forecasting Exchange Rate Volatility: Multivariate Realized GARCH Framework", Coordinator

• IMF (January-March 2011), Research project "Avoiding the Oil Curse: Financial Stability and the Financial Sector in the Arab World", Project leader Rabah Arezki

• ANR Grant Econom&Risk (2010), Project "Approches Econométriques pour la Modélisation du Risque", Project leaders Christophe Hurlin, Christian Francq and Gaëlle Le Fol

• PICS Grant -Projet International de Cooperation scientifique (CNRS) - (2009-2012) , Project "Econometric Approaches to Risk Modelling", Project leader Christophe Hurlin

Referee activity

Referee for the reviews: Journal of Applied Econometrics, Journal of Financial Econometrics, Journal of Banking and Finance, Journal of International Money and Finance, Journal of Forecasting, Journal of Empirical Finance, Finance, Journal of International Financial Markets, Institutions & Money, Emerging Markets Finance and Trade, Economie Internationale / International Economics, Revue d’économie politique, Revue d’Economie Régionale et Urbaine, Review of Finance and Banking

Other Research Related Activities

• Co-organizer of the ”Workshop in Financial Econometrics” (Nantes, 21-22 March 2019) with G. de Truchis, O. Darné, Z. Moussa and B. Sevi

• Co-organizer of the workshop “Econometric Theory and Time Series Analysis” (Paris, 19 September 2018) with D. Banulescu and G. de Truchis

• Co-organizer of the seminar "Le Thé des Jeunes Economètres" (since September 2016), with D. Banulescu-Radu and G. de Truchis

• Member of the organising committee of the workshop in financial econometrics 'Journée d’économétrie', Université Paris Ouest (since 2015)

• Member of the Systemic Risk Hub team dedicated to systemic risk measures (since 2014)

• Member of the scientific committee for the French Econometrics Conference 2015, and the International Network For Economic Research (INFER) 2014, 2017

• Coordinator of the Time-Series Working Group weekly seminar, EUI (2012-2013)

• Participation in the "Econometric Game" contest, Amsterdam, 2008, and Captain of University of Orléans's team in 2011

• I took part at the organization of Methods in International Finance Network - 5th workshop (Orléans, 20-21 October 2011), the 26th Symposium in Money Banking and Finance (Orléans, 25-26 June 2009) and Journées de l'AFSE 2010 (Orléans, 3-4 June 2010)

• Member of the Association des Doctorants et Docteurs Orléanais en Sciences de l'Homme et de la Société, ADDOSHS (2012-2013)

Languages

English Fluent (written, spoken)

French Fluent (written, spoken)

Italian, Spanish Basic working knowledge

Romanian Mother Tongue

Computing skills

Matlab, SAS, STATA, RATS, GeoDa , SPSS, E-views, LaTeX, LyX