Employment

Since 2009: Full Professor of Finance and Statistics, National School of Statistics and Economic Administration (ENSAE-Crest, Palaiseau). co-Head of the curriculum in Finance & Risk Management (2009-), Head of the finance and insurance team (2021-), Scientific coordinator of the Labex Ecodec (2020-), Head of the Paris-Saclay master “Statistics and Finance” (2015-2020).

2006-2009: Senior Quantitative Analyst, Credit Derivatives, BNP-Paribas (London).
Pricing of synthetic structured credit products. Set-up of credit arbitrage strategies.

2005-2006: Head of Risk, CooperNeff Asset Management (Paris/Philadelphia).
Risk management of relative-value strategies (equity-based, convertible bond).

2002-2005: Head of Risk methodologies, Risk Control Department, Ixis Corporate & Investment Bank (Paris).
Specification and implementation of internal Economic Capital/Counterparty Risk Models.

2000-2002: Head of the Statistics Laboratory, Center for Research in Economics and Statistics (CREST, Paris).

1999-2002: Professor of Statistics, National School of Statistics and Economic Administration (ENSAE, Paris).

1996-1999: Head of the section « Occupations-Skills-Training », Division of Employment, INSEE (Paris). Studies in labor economics, particularly on working rhythms. Responsible for the renovation of the French national classification of occupations.

1994-1996: Member of the Research Department, Institute for National Statistics and Economic Studies (INSEE, Paris). Junior researcher, Statistics.