Main Activities

Head of Research, AAAdvisors (ABN AMRO, since 1998)

Responsible for Quantitative Research; Performance Measurement, Style Analysis and Risk Control; Fund Picking and Process Developments; Meetings with Clients, Prospects and Portfolio Managers; Design of Structured Products; Specialized in Hedge Funds Strategies and Risk Management; Financial Advisor for Structured Portfolios; Design of Financial Decision Tools (Market Timing, Asset Allocation, Risk Follow-up, Market Neutral Hedging…) for Portfolio and Risk Managers; Quantitative Asset Management; Fiduciary Management.

CEO, AAAdvisors-QCG (ABN AMRO, since 2004)

Providing Support and Implementation of Quantitative Strategies, Risk Management System, Asset Allocation, Style Analysis.

Principal, Variances (since 2004)

Providing Academic and Professional Research for Asset Managers, Financial Institutions, Governmental Institutions, Public Companies, Data Providers, Financial Soft Editors, Hedge Funds, Institutional Consultants, Pension Funds and Private Bankers.

Senior Reader in Financial Economics, University of Paris-1 Panthéon-Sorbonne (Full position since 1997; Part time sheet in 2009/2010)

Lectures in International Finance, Risk Modelling, Financial Econometrics, Econometric Software and Finance (M.Sc. and Ph.D. programs in Finance).

Researcher at the University Paris-1 (CES/CNRS, since 1997), at the University Ca’ Foscari of Venice (Visiting Academic, 2009/2010) and Academic Fellow at the Europlace Institute of Finance (since 2004)

Productions of research, working papers, seminars and conference attendances.

Previous Positions

Professor of Finance, ESCP Europe (Affiliated position - Part time sheet, 2000-2004)

Lectures in Risk Management and Advanced Portfolio Management (various M.Sc.).

Researcher at the FMG, London School of Economics (Associated position - Part time, 2002-2004)

Productions of working papers, seminars and conference attendances.

Personal Information

Born May 3rd 1969,
in Le Perreux-sur-Marne (France).
Married with Delphine; two children: Jules – 9 years, Manon – 5.5 years.