I am a researcher at the Faculty of Business and Economics at the University of Lausanne and the Cyber-Defence Campus (armasuisse, Science and Technology). In this position, I use financial methods to estimate the costs of cyberattacks and value cybersecurity firms to guide armasuisse's procurement decisions. I have been teaching finance at the Universities of Neuchâtel and Geneva, ESSEC Business School, and Les Roches. I have over 10 years of experience in commodity markets, which includes working on trading desks and writing my Ph.D. dissertation. I also have a strong interest in machine learning and market microstructure. I am a French and Swiss citizen living in Lausanne, Switzerland.
Interests
- Financial markets
- Artificial intelligence
- Market microstructure
- Information retrieval
- Cybersecurity
Education
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Ph.D. in finance, 2021
University of Neuchâtel
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M.Sc. in finance, 2009
University of Paris X and Warsaw School of Economics
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Maîtrise in management, 2007
University of Versailles - Saint Quentin en Yvelines
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B.Sc. in economics, 2006
University of Versailles - Saint Quentin en Yvelines