From the trading floor to the founder's chair to the lecture hall — a path through finance held together by a single habit: building models that make hard decisions clearer.
Twenty-five years in the lecture hall: numerical methods, risk management, artificial intelligence for finance and health, blockchain, natural language processing, statistics and econometrics.
A biotech dedicated to cell therapy and immunotherapy — cancer research alongside Institut Curie, with further applications to metabolism and neurology.
Founder & Head of Research: built a quantitative asset-management firm across London and Zurich, structured nine bespoke strategies across equities, fixed income and commodities, and launched indices with S&P as independent calculation agent.
Turning internal research into value (CASD, Datastorm), creating certificates and diplomas, and building collaborations with African partner universities.
Research and development, consulting for banks and insurers, and risk-management software — the firm behind Solution R2O.
Credit derivatives: a methodology and tool for rating and tranching CDOs and CDO-squared (Moody's, S&P, Fitch) — €145M P&L in 2004 — with pricer validation, equity-derivatives research and London Metal Exchange market validation.
Designed and implemented a RaRoC methodology for credit and market risk (the PCE project), worked on Basel II and economic capital allocation, and ran training on the incoming banking regulation.
Where it started: a long-term Monte Carlo Value-at-Risk tool built on a macro-econometric model, with a co-integration approach to the underlying risk factors.
Three careers in one life — practitioner, founder, teacher — and now a fourth. Each was really the same work seen from a different seat.
The years on the desk taught what actually matters when money is at stake. The years building a firm taught how to ship. The years teaching taught how to explain.
The PhD is where all three finally meet.