I am professor of financial econometrics and applied statistics at University of Liège (Belgium) in the finance department of the management school of the University (HEC Liège).  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". I received my doctorate in 2015 from University of Liège, where I was a research fellow (aspirant) from the FNRS (Fonds National de la Recherche Scientifique).

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

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 (2022-2026), 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).