I am professor of finance and applied statistics at University of Liège (Belgium) in the finance department of the management school of the University.  From 2016 to 2018 I was a postdoctoral researcher at the University of Göttingen (Germany), Chair of Statistics (Business and Economics faculty), and a member of the interdisciplinary research training group (RTG 1644) "Scaling Problems in Statistics". 

My research areas are statistical analysis of financial data, financial econometrics and extreme value statistics for financial applications. 

I currently (co-)supervise several  Ph.D. students, some of them in co-tutelle with UHasselt and Maastricht University.

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 and administrative duties, please go to University of Liège website. I am currently the concentration leader for the master in business engineering specialized in Financial Engineering, and a member of ULiège University Council for Research and Valorisation (CURV and CSRV-SH).