I am associate professor of finance and applied statistics at University of Liège (Belgium), and a faculty member of  HEC Liège (the management school of the university).  From 2016 to 2018 I was a postdoctoral researcher at University of Göttingen (Germany), Chair of Statistics (Business and Economics faculty).

My research areas are statistical analysis of financial data, financial econometrics and extreme value statistics. Among other projects, I work on extending distributional regression models in the time series context, and on solving applied statistical questions (e.g. model selection or endogeneity) in financial economics. Some of my current projects are related to systemic risk of hedge funds, the effect of monetary policy on financial markets and fraud detections in the banking industry.

I currently supervise 3 Ph.D. students.

I am a PI for the research project High-frequency tail risk dynamics in financial markets (financially supported by the National Bank of Belgium and FNRS), and a co-PI, with Stephan Bruns (UHasselt), for the research project Empirical analysis of p-hacking and development of methods for better decision making in finance, supported by both FNRS and FWO through the WEAVE initiative.

I am also the holder of the research chair in Non-Financial Risk Intelligence, sponsored by Belfius. 

For information regarding my teaching activities, please go to University of Liège website. I am currently the concentration leader for the master in business engineering specialized in Financial Engineering.