Segolene Dessertine-Panhard ,

Post-Doctoral Fellow

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 University2008


Toulouse Business School2008

M.Sc, Finance

Toulouse University2008

M.Sc, Econometrics

Sorbonne University (Paris, France) GREGOR research laboratory2013


Sorbonne University (Paris, France)

PhD Candidate

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

Other Publications

“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”,
Working paper.
“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)