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Un jour, j'irai vivre en Théorie. Parce qu'en Théorie, tout se passe toujours bien.

Pierre Desproges

Frédéric got his PhD from the Ecole Polytechnique de Louvain (UCLouvain) in 2007 in the field of adaptive signal processing. He worked on signal separation techniques with biomedical applications, in particular on the separation of fetal ECG signals from the mother’s one recorded externally using non-invasive techniques. Afterwards, Frederic moved to the banking sector where he spent 7 years as a front office quant, working in the trading room of a major European Bank. He was in charge of developing pricing and hedging models related to credit-sensitive derivatives product. Since 2014, he’s full time tenured professor of quantitative finance at the Louvain School of Management (UCLouvain). He belongs to the Louvain Institute for Data Analysis and Modelling in statistics and economics (LIDAM). He's currently the President of the Louvain Finance research center (LFIN). He’s a fellow of Center for Operations Research and Econometrics (CORE). He’s Professeur Affilié to HEC Montréal and Professeur Vacataire at EM Lyon. Frédéric is Associate Editor of Risks, Frontiers in Applied Mathematics & Statistics, Statistical Methods and Applications and Regards économiques.

Professional experience

Education

CQFD

Consulting in Quantitative in Finance and Derivatives (CQFD) provides expertise in the field of financial (and more generally, in stochastic) modeling. Among the names that can be mentionned, one can mention ING and Engie.


I also provide graduate trainings and intervene in continuing education programs such as CERA (Institute of Belgian Actuaries).


Teaching