Personal Information
Organization / Workplace
Paris France
Occupation
Prof. Head of Department
Industry
Finance / Banking / Insurance
Website
http://www.ece.frAbout
After working/counselling/negotiating on technical aspects of Risk modelling with respect to Basel II regulations, and presence in international regulators and banking circuits (E.U and G10) as member of France Banking Commission, I am since 2007 full-time teacher and researcher in financial quantitative modelling. My Financial engineering department and Lab at ECE Paris Graduate School has about 60 M.Sc candidates in each of the 2 post-B.Sc. years contributing around 10 papers yearly to international conferences; I am also offering consulting/auditing services but only in niche domains.
Experienced in Front-office R&D, Intraday currency algorithmic (neural networks) Trading, Middle Of...
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