Financial Markets - 203 - Master's Year 1

Sabrina Buti

Professor of Finance, Université Paris Dauphine - PSL

Course : Careers in Finance

Sabrina Buti is a Professor of Finance at Paris Dauphine University since 2016. Before joining Dauphine, she was an Assistant Professor of Finance at the Joseph L. Rotman School of Management, University of Toronto. She obtained her PhD in Economics from Toulouse University in 2007. She was a Visiting Fellow at the Swedish Institute for Financial Research (SIFR) in 2006. Her research is focused on market microstructure and in particular on the optimal design and regulation of stock exchanges.

Julie Bucher

Cours : Soft Skills

Master in Financial Markets (2013), former partner at Goldman Sachs in London and New York, and founder of Humanspace, a company dedicated to professional excellence and well-being at work.

Alix Cravero

Legal counsel in charge of the coordination of the Financial Security unit, Société Générale

Course : Ethics, Prof. Stand & Compliance

Alix Cravero is a financial security and criminal business law expert. She has started her career as legal counsel within the “Group Dispute Resolution” department of BNP Paribas, and then as head of assignment in the Inspection Générale. Prior to joining Société Générale, she exercised as qualified lawyer and Financial Security Manager which led her to work on various compliance matters and remediation works in an international environment.

Alix is graduated from Aix-Marseille III University (Master 2 “Lutte contre la criminalité financière et organisée) and the Bar’s School of Marseille (CAPA).

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.

Juan F. Imbet

Assistant Professor of Finance, Université Paris Dauphine - PSL

Course : Programming 1: VBA & Python

Juan F. Imbet is an Assistant Professor of Finance at Paris Dauphine University and a PSL Junior Fellow. His research focuses on Corporate Finance, Asset Pricing, and Computational Finance, particularly on the offshore finance industry's impact on corporate policies and the role of social media in investment decisions. Juan completed his Ph.D. in Finance at Universitat Pompeu Fabra, where he also earned his M.Res and M.Sc.

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.  

Louis Le Pas De Sécheval

Quantitative Analyst. Bank of America Merrill Lynch

Course : Stochastic Calculus 1 – Support class

After graduating from MSc 203 in Financial Markets from Université Paris-Dauphine, Louis le Pas de Sécheval carried a VIE in Exotic Credit Trading at Société Générale. He then resumed studying Random Modelling (M2MO) at Université Paris VII. Since 2022, he works as an interest rate options quantitative analyst at Bank of America.

Arnaud Levy-Rueff

Managing partner, ExotikEquation

Course : Fixed Income 1

Arnaud has been involved in financial markets since 1995.
Over the years, he has been trading and managing trading desks for banks (Société Générale) and hedge funds ( Millennium Partners), specializing successively in option market-making, fixed income relative value and quantitative equities. He now manages ExotikEquation, a scientific financial consulting company.
Arnaud graduated from Ensae with majors in statistics, economy and finance. He is a member of the French Institute of Actuaries which awarded him the first prize for the best Actuary thesis.

Evgenia Passari

Associate Professor in Financial Economics, Université Paris Dauphine - PSL

Course : International Finance

Evgenia Passari is an Assistant Professor in Financial Economics at Université Paris Dauphine - PSL.

She holds a BS.c. in Banking & Financial Management from the University of Piraeus, Greece, an MS.c. in Economics & Finance from Warwick Business School, and a Ph.D. in Finance from Cass Business School, London. Before the completion of her doctorate in 2013 she worked in the research departments of Société Générale and Goldman Sachs, while from 2012 to 2014 she was a Research Fellow in the Economics Department of London Business School.

Evgenia’s research work has focused on international finance, empirical asset pricing and political economy and has been published in the Economic Journal and in the Brooking's Papers on Economic Activity.

Her research has been recognised with the 2017 Fondation Banque de France/ILB Young Researcher in Economics Prize. 

Filippos Siozos

Financial lawyer, Société Générale

Course : Ethics, Prof. Stand & Compliance

Filippos is an EU-qualified lawyer specializing in financial law, currently working at Société Générale. He holds a Master II in Banking Law and Fintech from Côte d'Azur University and an LL.B. from the University of Athens. His professional background encompasses legal advisory as well as compliance roles at Société Générale and the National Bank of Greece. Proficient in Greek, English, French, and Italian, he also serves as the Secretary General of AEDBF Europe.

Fabrice Riva

Professor in Finance, Université Paris Dauphine - PSL

Course : Investment and financial markets

Fabrice Riva, PhD, Professor at Université Paris Dauphine - PSL and a Research Fellow at DRM Finance (CNRS, UMR 7088). He teaches finance at both undergraduate (investments and financial markets, financial modeling) and graduate (market microstructure, event studies) levels.

His research focuses on market microstructure. In particular, he is interested on the role of frictions for capital market equilibrium. He has published several articles in international refereed journals. He is also the author of the textbook "Applications Financières sous Excel en Visual Basic".

Vincent Tena

Assistant Professor, Université Paris Dauphine-PSL

Course : Derivative Pricing & Stochastic Calculus 1

Vincent Tena is an Assistant Professor of Finance at the Université Paris-Dauphine.
He holds a Ph.D. degree in Finance from the Toulouse School of Management (Université Toulouse Capitole). He also graduated from the Toulouse School of Economics, where he received a master’s degree in Economics with a specialization in Finance.
His current research interests include continuous-time problems in Finance and Contract Theory.