C.V.

Professional experience:

From August 2021: Associate professor of Finance (tenured, chargé de cours à titre définitif), University of Liège (Belgium).

October 2018 - July 2021: Assistant professor of Finance, University of Liège (Belgium). Member of the research group Financial Management for the Future.

February 2016 - September 2018: Postdoctoral researcher, Chair of Statistics (Prof. Dr. T. Kneib), Business and Economics Faculty, University of Göttingen (Germany). Member of the interdisciplinary Research Training Group  "Scaling Problem in Statistics" funded by the Deutsche Forschungsgemeinschaft (RTG 1644). 

September 2017 - September 2018:  Affiliated (part time) to the Leibniz Institute for Primate Research (statistical consulting).

October 2015 - January 2016: Credit risk modeler, Dexia bank (Brussels).

October 2011 - September 2015: Research Fellow (Aspirant) of the Belgian National Fund for Scientific Research (FNRS), University of Liège (Belgium).

Academic duties:

Associate editor, AStA Advanced in Statistical Analysis (09/2020 - ongoing), an official journal of the German Statistical Society.

Holder of the "Chair in Non-financial risk intelligence" at HEC Liège, financially supported by Belfius bank (2022-2026), and dedicated to the study of extreme events detection with machine learning methods (among other topics).

Concentration leader for the M.Sc. in business engineering specialized in Financial Engineering.

Member of the University Council for Research and Valorisation, and vice-president of the Research Council for Humanities and Social Sciences (University of Liège).

Education:

2015: Ph.D. in Economics and management science (Finance & Applied Statistics), University of Liège.

Thesis title: "Nonparametric and bootstrap techniques applied to financial risk modeling" (public defense: 20 April 2015).

Jury: C. Heuchenne (University of Liège), G. Hübner  (University of Liège), F. Palm (Maastricht University), V. Chavez-Demoulin (University of Lausanne) and O. Lopez (Sorbonne Université)

2011: Msc. in Business Engineering (specialized in financial engineering), University of Liège (suma cum laude)

Teaching experience:

2018 - present: Advanced Statistical Methods in Finance, Financial Derivatives, Applied Financial Instruments,  Financial Risk Modelling, Financial Data Modelling (University of Liège).

2018 - 2021: International Finance (University of Liège).

2018 - 2019:  Financial Markets in EU (University ofLiège).

SoSe 2017, 2018: Generalized Linear Model (University of Göttingen).

WiSe 2017: Statistical inference (University of Göttingen).

WiSe 2016: Graduate seminar in Applied Statistics (University of Göttingen).

2013-2015: Introduction to MATLAB and applications (University ofLiège).

2012-2015: Empirical methods in financial markets (University ofLiège).