Dedicated team
Hafid Agouzoul
Head of the model validation and risk methodologies team, National Bank of Abu Dhabi
Course : Fixed Income 2
Hafid is currently at National Bank of Abu Dhabi (NBAD), which he joined May 2014. He's heading the model validation and risk methodologies team (All asset classes).
Prior to that, Hafid spent 8 years at BNP Paribas London where his recent position was global head of IRFX valuation model validation team. He was also in charge of transversal IRFX market and model risk projects.
Prior to joinging BNP Paribas, he worked for Credit Agricole SA as quantitative risk analyst working on Interest Rates and Equity products.
Hafid graduated from Ecole Nationale des Ponts et Chaussées and holds a Master degree (DEA) in "Probability & Finance" from Pierre and Marie Curie University, Paris VI.
Kaiza Amouh
Head of Global Markets IT Quants, Natixis, Paris
Course : Numerical Finance
Graduated from Ecole Polytechnique, Kaiza holds a master's degree in Computational Finance from Lille 1 University and a DEA of Probability and Finance from Paris 6. He also holds a certificate of Data Science from the Massachusetts Institute of Technology.
After working as a Quant in the ALM department at Société Générale Insurance, he joined Natixis CIB in 2015 as a Quantitative Associate in charge of pricing models development for Interest Rate exotic derivatives.
Since 2019, he is the Head of Linear Rates & Credit Derivatives within the R&D department of Natixis CIB.
Arnaud Angelo
Head of Internal Model team for Counterparty Credit Risk, Crédit Agricole CIB
Course: Risk Management
Arnaud ANGELO is currently Head of Internal Model team for Counterparty Credit Risk (CCR) at Credit Agricole CIB. His team is in charge of the regulatory and internal CCR methodologies.
Previously, he worked as Project Manager at La Banque Postale in charge of the development of Market Risk platform, and as Quantitative Analyst at Crédit Agricole CIB.
Arnaud holds an engineering degree from ESIEE Paris and has a Specialized Master in Finance from ESCP Europe.
Fabian Astic
Managing Director & Global Head – Digital Economy, Moody’s Ratings, New York
Course : Alternative Finance
Fabian Astic serves on Moody’s Ratings’ Senior Leadership Team as Managing Director, Global Head of Digital Economy, and Chair of the AI Oversight Working Group. He leads the rating agency’s preparedness efforts related to the digitalization of the global economy, including Digital Finance, AI Analytics, and Cyber Credit Risk. Prior to his current role, Fabian led quantitative analytics and innovation for the rating agency, and also held various roles in the Credit Strategy & Standards and Structured Finance groups.
Fabian’s academic credentials include a Ph.D. in Applied Mathematics with a focus on Mathematical Finance, and a Master’s Degree in Mathematics Applied to Economic Sciences from Université Paris Dauphine. He also graduated as an engineer from the Ecole des Mines de Paris, where he specialized in Quantitative Finance.
Arthur Bagourd
FX Algo Trading Quant, Barclays London
Course: Marchés électroniques
Arthur Bagourd started as an eFX quant at Barclays in 2019. He is responsible for modeling and developing Market Making algorithms in the FX market.
Arthur is a graduate of Master 203 - Financial Markets from Paris Dauphine University - PSL.
Sylvain Benoit
Maître de conférences, Université Paris Dauphine-PSL
Course : Applied Time Series
Sylvain Benoit is Assistant Professor in Finance at Université Paris Dauphine - PSL since 2015. He obtained a PhD in Finance from Université d’Orléans in 2014 and received the SAB Trophy for the best thesis on Sustainable Finance in 2015 as well as the award of the best AFFi conference paper in financial and banking regulation in 2017. Sylvain was a visiting scholar at University of California Santa Cruz (2011) and Cass Business School (2014).
His research mainly focuses on systemic risk, both from a theoretical and an empirical point of view, and have been presented to highly selective conferences such as the European Finance Association, the Northern Finance Association or the European Meeting of the Econometric Society. Two of his research papers have been published in Review of Finance and one of his work is forthcoming in Journal of Financial Intermediation. More generally, his research interests are in financial regulation, monetary policy and financial stability, as well as financial econometrics. Sylvain shares systematically his code and data underlying his research papers to promote transparency and reproducibility.
Schlomy Botbol
Quantitative analyst, Comgest
Course : Volatility trading strategies
Schlomy BOTBOL joined Comgest in 2016 as a Quantitative Portfolio Manager. Before joining, Schlomy worked as a Portfolio Manager in cross asset investments and alternative strategies, in particular for Société Générale Asset Management Alternative Investments in 2005 and UBP Alternative Investments in 2009. He is a derivatives expert who has considerable experience in portfolio management, execution and quantitative research of innovative investment solutions. Schlomy graduated from the French Grande Ecole Telecom SudParis and holds a Master’s degree from Université Paris – Dauphine (Master 203).
Nathalie Yaël Cohen
Leadership Coach, Paris
Course : Soft skills
With a French education, Oriental culture and Anglo-Saxon spirit, Nathalie Yaël Cohen has always been interested in multicultural diversity, geopolitics and international relations. For 20 years she worked in the Financial Markets, specializing in foreign exchange risk management.
She has since always two passions: Theatre for letting go and expressing emotions and Medicine because of her continuous amazement at the magic and power of the human body.
After a sabbatical year travelling, discovering other cultures, doing volunteer work for sick children, for autistics and the realization that " time is life! “ she chose to reconvert herself professionally.
Graduated of the Co-Active Training Institute, ICF Member and certified NLP; she is now a Leadership Coach. She works internationally with large groups and start-ups. She is committed to connecting people to their essence, in order to develop their leadership and creativity.
Laurent Dahan
Head of market risk and P&L analysis, Crédit Agricole CIB
Course : Risk Management
Laurent Dahan works at Crédit Agricole Corporate and Investment Bank, as head of market Risk Management on interest rate derivatives (linear G10 & emerging, Govies, and inflation linked). Prior to this position, he held various management positions in Equity Derivatives Market Risk (Exotics, structured products, and fund derivatives) for more than 12 years
Before working in Market Risk Laurent spent 2 years in a family office, in charge of fund allocation on medium and long term. He put in place equity and forex derivative strategies funded by bonds on medium term and a dynamic and systematic strategy for the long term investment.
Laurent graduated from Miage Dauphine and then specialized in statistical models applied to finance. He is a member of The Professional Risk Managers' International Association and GARP (FRM certified).
Marius-Cristian Frunza
Managing Partner, Schwarzthal Kapital
Course : Alternative Finance
Marius-Cristian Frunza is a Director with Schwarzthal Kapital, a financial advisory and research company. He is specialised in climate change and environmental finance.
Previously, he worked as a broker in the energy markets for a commodity broker. He has also a consulting experience hedging.
He graduated from Ecole Polythechnique and holds a PhD in mathematical finance and a HDR in economics from the reputed Paris Sorbonne University. He is the author of over 20 articles in various areas including carbon markets and risk management. He also published 4 books including Fraud on the carbon market, considered a reference work on the subject.
Thibault Godbillon
Policy expert , European Banking Authority
Course : Regulation and Financial Markets
Thibault Godbillon is a policy expert in the supervisory review, recovery and resolution unit at the European Banking Authority (EBA). He focuses on matters relating to resolution planning - MREL and resolvability assessment in particular.
Prior to joining the EBA, Thibault was a manager within the resolution directorate of the Bank of England where he contributed to the execution of the Bank’s MREL policy (MREL setting, MREL reporting and monitoring), led resolution planning for a Global Systemic Important Institution, contributed to active contingency planning and to developing the resolvability assessment framework.
Before joining the regulatory side, Thibault was Assistant Vice President at DBRS in London after having gained experience in financial auditing, M&A and economic research in Paris.
Karen Herrgott
Collaborative Communication facilitator, Paris
Course : Soft skills
Master 203 alumni from year 2000, Karen Herrgott holds a Master in Business Administration from University of South Florida.
Financial consultant at Murex for 17 years, Karen Herrgott specialised on Market Risk Management area and now works as free-lancer on Basel 3 software implementation.
Passionated with NonViolent Communication since 2010, Karen Herrgott shares her know-how with companies willing to enhance collaboration within their teams.
Ashwin Joshi
Vice President, Fixed Income ESG Investment team, BlackRock, New York
Courses : Sustainable Finance
Ashwin works with BlackRock's Fixed Income team to provide ESG investing solutions to our clients by integrating ESG and climate risk integration tools and strategies to the investment process.
Ashwin earned a BA from Vanderbilt University in 2015, majoring in Mathematics and Economics with a minor in Computer Science and has been a CFA charterholder since 2019.
Aymeric Kalife
CEO, iDigital Partners, Adjunct Professor, Université Paris Dauphine - PSL
Courses : Financial Derivatives & Sustainable Finance
Graduate from HEC, Science-Po and ENSAE, Aymeric holds a mathematical finance Ph.D from Dauphine University & ESSEC. Rates derivatives quant at ABN AMRO then on commodities derivaties at EDF, he has worked as an hybrids derivatives structurer at Merrill Lynch, then as a volatility strategist at Deutsche Bank. He then joined AXA for 11 years where he subsequently held the positions of Deputy Chief Risk Officer at AXA Hedging Services, “Head of "Structuring, Hedging, Modelling", "Global Head of Unit-Linked Guaranteed Products" and “Global Head of Savings & Group Deputy Life Chief Actuary” at AXA Group. He is now the founder and CEO of iDigital Partners, specialized in Investments advisory while leveraging on digital technologies. He is also adjunct professor at Université Paris - Dauphine since 2012.
He teaches finance at Dauphine University and HEC Paris, and his research interests are in hedging market liquidity risk for flow and structured products, Variable Annuities product design and hedging strategies, and the modelling of insurance products policyholders’ behaviour.
Gaëlle Le Fol
Professor in Finance, Université Paris Dauphine - PSL
Courses : Introduction to financial econometrics & Electronic Markets
Gaëlle Le Fol is Professor of Finance at Paris Dauphine - PSL and Resarch Fellow at the CREST (Centre de Recherche en Economie et Statistique). She is an economics and econometrics graduate from the University of Paris 1 Panthéon – Sorbonne and holds a Ph.D in Economics from Paris 1 University. Before joining the Université Paris-Dauphine, Gaëlle Le Fol was an Assistant Professor (Maîtres de Conférence) at the University of Paris 1 Panthéon – Sorbonne (1999-2002) and a Professor of Economics at the University of Angers (2002-2006) and the University of Evry (2006-2010).
Her research interests are in financial market microstructure and financial econometrics. Her recent research has included investors behaviors and their impact on the trading characteristics, market liquidity, contagion and systemic risk as well as high frequency algorithmic trading. She teaches financial econometrics and electronic markets.
Alberto Manconi
Assistant Professor of Finance, Bocconi University
Course : Behavioral Finance
Alberto Manconi is Assistant Professor of Finance at Bocconi University. Alberto joined Bocconi University in September 2016, after working for six years in the Finance Department at Tilburg University (Netherlands).
Alberto's research interests revolve around financial intermediation and corporate finance.
Alberto's research has been presented at all major international conferences in the field of financial economics (AFA, WFA, EFA, FIRS), and it has been published in leading journals such as the Journal of Financial Economics, the Review of Financial Studies, the Journal of Financial and Quantitative Analysis, and the Review of Finance.
Diane Menville
Directrice de la trésorerie et des marchés de capitaux de l'Agence française de Développement (AFD)
Courses: Sustainable Finance
Diane Menville is a statistician, she has 15 years of experience in Finance evolving in different environments from private sector to international institutions. After 10 years working for Barclays Bank plc in Paris and London, she joined in 2015 the French central bank, Banque de France as an expert in Credit and Market Risk, the World Bank in 2017 in the Market Risk team and was transferred to the front office of Joaquim Levy, the MD CFO of the World Bank, as a research officer.
After some years at the World Bank Treasury, in the quantitative and asset allocation team, she went back to Europe and to private sector in 2020, joining Scope Group to develop the ESG strategy : from impact measures of corporates to climate stress tests on portfolios.
Diane Menville became the Director of Treasury and Capital Markets at the Agence Française de Développement in 2021.
Guillaume Monarcha
Responsable de la Recherche Quantitative, Orion Financial Partners
Courses : Financial Econometrics II & Advanced Asset Management
Guillaume Monarcha is partner at orion financial partners, since 2009. As head of research, his role consists in developping quantitative investment solutions (cross asset / global macro strategies) and active risk management tools (systematic overlays).
He started his carreer at Natixis CIB as Quantitative Economist, before leading a team of Quant Strategists in charge of hedge fund research and market analysis.
Guillaume holds a Ph.D in Economics. His research activity is focused on hedge funds, asset allocation, risk premia, and nowcasting.
His research activity is focused on hedge funds, asset allocation, risk premia, and nowcasting.
Brice Périn
Head of Convertible Bonds and Volatility Funds, LBPAM
Course : Volatility trading strategies
Brice Perin is responsible for Convertible Bonds and Volatility Management at LBPAM.
Brice has over 20 years of experience in volatility and convertible management. He began his career at DWS as a convertible arbitrage manager, then was responsible for the management of several directional or arbitrage funds - based on volatility or convertible strategies -, at DWS then at La Française. AM, Acropole Am, at Generali Investment and now at LBPAM.
Brice graduated from ENSAE.
Jiang Pu
Teacher-Researcher, ESILV
Course : Electronic Markets
Jiang Pu is a teacher-researcher at ESILV in the finance department. He works in close collaboration with university researchers and actors of the financial sector. A graduate of Ecole Polytechnique and ENSAE, he obtained a doctorate in applied mathematics from the University of Paris-Diderot on stochastic optimization applied to mathematical finance.
His research interests are: stochastic optimization, statistical learning, market microstructure.
Marc Ringeisen
Directeur délégué du Centre Opérationnel Production Marchés, EDF
Course : Energy Derivatives
After starting his career at EDF in a nuclear power plant, Marc Ringeisen focused on the professions of optimizing the supply-demand balance for electricity and EDF's portfolio of physical assets in interaction with the markets. He held various operational and management positions within the Upstream Downstream and Trading Optimization Department. He was also head of an EDF R&D department which develops the calculation codes used by EDF for the operational management of its assets and market risks. He is now Deputy Director of the entity in charge of optimizing EDF's asset portfolio in France on market horizons. He graduated from the Ecole Centrale de Lyon.
Olivier Toutain
Executive Director, Scope Ratings, Adjunct Professor, Université Paris Dauphine-PSL
Courses : Credit Risk & Sustainable Finance
Olivier Toutain hold a diploma in engineering, with a major in applied mathematics, and graduated from the University Paris-Dauphine with a post master’s qualification. He is currently Executive Director at Scope Ratings, in charge of rating transactions or defining credit risk assessment methodologies in Structured Finance. Previously, he held different roles at Banque de France and Moody's; at Banque de France as Head of the Risk Modelling Unit within the Risk Management Directorate at Banque de France, and as Head of the ABS Purchase Program for France, Ireland and Portugal; at Moody's responsible for the quantitative methodologies in the European Structured Finance Group. He spent approximately the last 20 years working on Securitisation either analysing their credit risk or purchasing those transactions. He is also adjunct professor at Université Paris - Dauphine since 2013.
Thibaud Vienne
Data Scientist, Hymaïa
Course : Machine Learning in Finance
Thibaud Vienne is currently a lead Data Scientist at Hymaïa, a consulting company specializing in data. Previously he has worked at Natixis CIB, where he is responsible for a data science team. He has also founded Clevergence, a fintech company that was providing AI-based risk models for asset managers.
Thibaud has also teached big data analytics lectures at ESIEE Paris, his former engineering school, where he has received a master's degree with honors.
Vinicius Wolf
International Sanctions - Group monitoring, Crédit Agricole Group
Courses: Ethics, Professional Standards and Global Compliance
Vinicius Wolf has 10 years of experience in banking Internal Audit and Compliance and is currently working in the Financial Security (specifically within International Sanctions) team of Crédit Agricole Group. His main current assignments are related to monitoring International Sanctions on Crédit Agricole’s group entities in terms of risks and controls.
Previously, Vinicius has been Compliance officer of a Corporate and Investment Bank in Sao Paulo, then consultant in risk and compliance in two different Big-4 companies in Paris.
He has graduated in International relations (B.A.), then pursued his studies with double degree in Financial Economics in the Universities of São Paulo and Oxford. Additionally, he graduated in Panthéon-Sorbonne Master 2 of Banking and Finance.
Redouane Zad
Founding Executive Director, Cristalys
Course : Exotic Options & Structured Products
Redouane is currently Executive Director at Cristalys, which he founded on 2018. Cristalys develop investment tools using Quantitative models and Machine Learning.
Prior to that, Redouane spent 12 years at Amundi Asset Management where his recent position was head of Fixed Income Structured Fund Managers.
Prior to joinging Amundi, he worked for MUREX as developer on Interest Rates products.
Redouane graduated from Ecole Nationale Supérieure d’Informatique et de Mathématiques Appliquées de Grenoble and holds a Master degree in " Financial Modelling and Engineering " from Evry University, and an Applied Master in Data Science and Artificial intelligence from Data ScienceTech Institute, and a Certificate in Financial Risk Management given by GARP Association.
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