
Professor at ISFA Actuarial School, University of Lyon
Lyon Area, France

Professor at ISFA Actuarial School, University of Lyon
Lyon Area, France
Professor of finance with broad experience in financial modeling of derivatives and actuarial theory. Scientific consulting with major investment banks.
Credit derivatives pricing and hedging, risk measures, asset and liability management
(Education Management industry)
1999 — Present (10 years )
(Public Company; Education Management industry)
1997 — Present (12 years )
(Education Management industry)
2002 — 2009 (7 years )
(Educational Institution; 1001-5000 employees; Research industry)
2001 — 2004 (3 years )
part-time professor ("professeur charge de cours"), economic department
(Government Agency; 5001-10,000 employees; Government Administration industry)
1994 — 1999 (5 years )
research professor within the finance and insurance department
(Public Company; 10,001 or more employees; BNP; Banking industry)
1987 — 1994 (7 years )
Quantitative Analyst within Group Treasury (from 1987 to 1989)
In charge of the quantitative finance research team (from 1989 to 1994)
(Government Agency; 5001-10,000 employees; Government Administration industry)
1984 — 1987 (3 years )
Ph.D , Finance , 1994 — 1997
qualified actuary , actuarial science , 1990 — 1992
Master , International Finance , 1987 — 1988
BA , Economics , 1983 — 1986
Master , Applied Mathematics , 1980 — 1983
credit derivatives, actuarial theory, risk management, financial modeling
First biannual award of the journal of empirical finance for the paper "sensitivity analysis of values at risk"