I have been a Senior Investment Officer at the World Bank since December 2022. I provide technical advisory and research content to central banks, public pension funds, and sovereign wealth funds. Before this, I was an Associate Professor of Finance at IÉSEG School of Management, a Fintech entrepreneur, as well as an Adjunct Professor of Finance at EDHEC Business School, and a Senior Research Engineer at EDHEC-Risk Institute. 

Research Interests

Financial Engineering: Portfolio Construction, Asset Allocation, Asset Pricing, Risk Measures, Risk Management, Monte Carlo Methods, Model Calibration, Private Equity, Fintechs

Applied Probabilities: Filtering Theory, Sequential Monte Carlo Methods, Sensitivity Analysis

Previous Positions

Associate Professor of Finance, IÉSEG School of Management, 01/2021 - 12/2022

Adjunct Professor of Finance, EDHEC Business School, 09/2020 - 12/2020

Head of Research, Fundvisory, 07/2017 - 05/2020

Co-Founder, Fundvisory, 08/2015 - 05/2020

Senior Research Engineer, EDHEC-Risk Institute, 03/2010 - 07/2015

Adjunct Professor of Finance, EDHEC Business School, 09/2011 - 05/2015

Education

PhD in Operations Research, Columbia University (New York, USA), 2010

PhD in Applied Mathematics, Ecole Polytechnique (France), 2009

M.Sc. in Probability and Finance, Pierre et Marie Curie University (France), 2005

M.Sc. in Engineering, Ecole Nationale Supérieure de Techniques Avancées ENSTA (France), 2005