Since January 2015, I am a post-doctoral associate with lecturing duties in the Finance and Risk Engineering Department, at NYU Tandon School of Engineering. I hold a PhD in Financial Econometrics from Sorbonne University. I have an extensive background in time series analysis and statistics for financial data.
I teach subjects related to my areas of expertise and pursue research especially on financial analytics and data mining.
I am a heavy R user, but I know other languages and computational frameworks (mainly Python, Spark, Hadoop, Linux Ubuntu), and in parallel of my teaching activity, I am currently improving my machine learning skills.
Toulouse Business School2008
Sorbonne University (Paris, France) GREGOR research laboratory2013
Sorbonne University (Paris, France)
From: January 2009 to December 2013
LabExRéFi (Paris, France) – Laboratory of excellence for financia
Post Doctoral Fellow
Post Doctoral Fellow mandated by the European Parliamentary Research Services (Impact assessment and European Added Value)
From: January 2014 to December 2014
NYU Tandon School of Engineering Finance and Risk Department
Post Doctoral Fellow
From: January 2015 to present
“Determinants of the Global Money market funds’ evolution: a joint analysis
of monetary policy, regulation and macro economic conditions”, Working
“Volatility and systemic risks within the shadow banking: assessment of the
MMF’ contribution”, Working paper.
“Similarities and differences in the growth of the shadow banking: a
comparison between Chinese and US MMFs”, Working paper.
“Cost of Non-Europe: Macroeconomic consequences of a bail-in/bail-out on
the real economy - Distribution of costs across Member States ”, LAbEx / ENA
Working paper for the European Parliament, with Prof. Gaël Giraud (CNRS)
and Thore Korcherols.
“Cost of Non Europe – Dexia, a case study”, Working paper.
“The effects of Structural changes in European stocks markets: from a rating
built through the cycle to a rating used into the cycle”, Working paper with
Prof. J. Caby.
“Sovereign Debt and Credit Rating. Case Study of France’s Lost Triple-A”,
“Herding behavior and cliff effects in the European equities market: financial
analysts' reliance on CRA announcements”, Working paper.
2014 LabEx ReFi / European Parliament Research grant
2009-12 French Ministry of National Education fellowship (three years)