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Financial Markets - 203 - 1re année de master

L'équipe pédagogique

Kaiza Amouh

Quantitative Associate, Natixis CIB, Paris

Courses : VBA Programming & 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.

Guillaume Andrieux

Quantitative researcher, Man AHL, London

Course : Derivative Pricing & Stochastic Calculus 1

Guillaume joined Man AHL in 2017. Before that, Guillaume was an Analyst at Nomura in the Quantitative Investment Strategy team in the Fixed Income division. He is in charge of developing and implementing systematic strategies on this market. Guillaume holds a Master in Financial Markets from Dauphine University, Paris IX (Master 203) and a Master in Stochastic Modelling from Denis Diderot University, Paris VII.

Anne Belmont

Compliance Officer / Financial Security – International Sanctions, Crédit Agricole SA Group

Course : Ethics, Professional Standards and Global Compliance

Anne Belmont has over 5 years of experience in Compliance functions: she currently works within the team in charge of international economic sanctions for the Crédit Agricole SA Group.
The team’s main mission is to define Group policies and procedures related to international economic sanctions, as well as supporting Group entities with the effective implementation of applicable standards. She is also involved in many subjects related to training within the Crédit Agricole Group.
Previously, Anne has been a lawyer for many years (she is graduated from the Ecole du barreau de Paris) and has worked in the Legal Department of the Crédit Agricole SA Group.

Helen Einsargueix

Consultant in Organisation and Project Management , HSX Consulting

Course : Training for Interviews in English

Organizational consultant, specializing in project and program management in several areas of functional expertise including finance, insurance, pension and industry. Clients include BNPParibas, Société Générale, HSBC, CACIB, AXA IM, CARDIF, CNP Insurance, DHL, Servier. Expertise in strategy, organization, program management, project portfolio management, audit, budget, governance, change management, methodology and Human Resources. Latest achievements include roll-out of a strategic re-organisation in Eastern Europe, implementation of Agile (scrum and kanban) methodology on an international scale, migration of a global bond infrastructure to Bloomberg trading platform, creation of an automated brokerage confirmation target process worldwide, and deployment of regulatory requirements such as MIFID II, Solvency II, and GDPR.

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.

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, Head of the Master 203, Université Paris Dauphine - PSL

Courses : Introduction to financial econometrics, Financial Careers & 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.  

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.

Philippe Nardone

Compliance Officer, Group Compliance Department, Crédit Agricole S.A.

Course : Ethics, Professional Standards and Compliance

Philippe Nardone has more than 10 years of experience in Compliance functions. He currently works in Compliance Department at Credit Agricole S.A. where he is in charge of the prevention and the management of conflicts of interest and Market Abuse.
Philippe is regularly involved in organizing international Compliance trainings for the Credit Agricole Group’s employees.
Prior to that, he worked as Sales-Trader assistant in the Trading Room of Credit Agricole Cheuvreux during 8 years. At the beginning of his career, he also worked as consultant for various missions in the main french banks (BNP Paribas, Société Générale…).
Philippe followed graduate studies in finance, accounting and audit before starting his career in finance. 

Evgenia Passari

Assistant 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. 

Claire Porzio

Compliance Officer / Financial Security – AML/CFT, Crédit Agricole SA Group

Course : Ethics, Professional standards & Compliance

Claire Porzio graduated from a Master’s degree in Financial Criminal Law and has over 5 years of experience in Compliance functions: she currently works within the team in charge of preventing money laundering and terrorism financing for the Crédit Agricole SA Group. The team’s main mission is to define Group policies and procedures related to AML/CFT, as well as supporting Group entities with the effective implementation of applicable standards.
She previously worked in the Financial Security Department of Crédit Agricole Assurances and was in charge of investigating cases and sending suspicious transaction reports to the French Financial Intelligence Unit (Tracfin).
Claire is involved in many subjects related to training within the Crédit Agricole Group and is also involved in the Master's degree in Financial Criminal Law from the University of Cergy Pontoise in partnership with the Essec Business School.

Nicolas Raymond

Compliance Officer, Group Compliance, Crédit Agricole Group

Course : Ethics, Professional standards & Compliance

Nicolas RAYMOND has more than 5 years’ experience in compliance functions : he is currently working in the Fraud and Corruption Prevention team within the Credit Agricole SA’s Group Compliance. Prior to that, he was working on US regulations monitoring (BHCA and Volcker Rule) within the Credit Agricole SA’s Group Compliance.
Nicolas RAYMOND graduated from Montpellier I University, major in Management.

Zhenjie Ren

Maître de conférence, Université Paris Dauphine-PSL

Course : Derivatives pricing & Stochastic calculus I

After graduating from the Master 2 programme "Probability and Finance" organised by Ecole Polytechnique and Paris VI University, Zhenjie Ren obtained a PhD on the applied mathematics in Ecole Polytechnique. His thesis and the following researches focus on stochastic analysis, stochastic control, numerical solutions and the applications in financial mathematics and economy. 

He is Assistant Professor at University Paris Dauphine - PSL and member of the CEREMADE laboratory.

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.

Nadia Tortel-Ubaysi

Global Head of Talent, Candriam, Paris

Course : Financial Careers

A French national born and raised in the middle east, Nadia graduated in 1994 from Dauphine University in Paris with a Master's degree in Financial Markets (DESS 203). She also holds a MIAGE (Maîtrise d'Informatique Appliquée à la Gestion d'Entreprise) from Dauphine University.
She began her career in 1994 at AXA Asset Management, as a Fixed income portfolio manager.
She then moved to Robeco Gestions and participated in setting up the French asset management activity in Paris.
In 1999, she joined Singer & Hamilton as a Consultant, became a Partner in 2002, and Managing Partner in 2011, during 16 years in charge of capital markets and asset management practices.
Since 2016, Nadia is Candriam's Global Head of Talent.