Financial Markets - 203 - 1re année de master

L'équipe pédagogique

Kaiza Amouh

Head of Global Markets IT Quants, Natixis, 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

Co-directeur Volatility, Man AHL, Londres

Cours : Evaluation de dérivés et calcul stochastique 1

Guillaume a rejoint Man AHL en 2017. Avant cela, Guillaume a rejoint Man AHL en 2017. Avant cela, Guillaume était analyste chez Nomura dans l'équipe de stratégie d'investissement quantitative de la division Fixed Income. Il est chargé de développer et de mettre en œuvre des stratégies systématiques sur ce marché. Guillaume est titulaire d'un Master en Marchés Financiers (Master 203) de l'Université Paris Dauphine - PSL et d'un Master en Modélisation Stochastique (M2MO) de l'Université Paris Cité.

Rachida Ait-Ouhamane

Cours : Ethics, Professional standards & Compliance

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, 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. 

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.

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.

Vinicius Wolf

Sanctions Internationales - Groupe monitoring, Crédit Agricole Group

Cours : Ethique, normes professionnelles et conformité

Vinicius Wolf a 10 ans d'expérience dans le domaine de l'audit interne et de la conformité bancaire et travaille actuellement au sein de l'équipe Sécurité Financière (plus précisément au sein des Sanctions Internationales) du groupe Crédit Agricole. Ses principales missions actuelles sont liées au suivi des Sanctions Internationales sur les entités du groupe Crédit Agricole en termes de risques et de contrôles.
Auparavant, Vinicius a été responsable de la conformité d'une banque d'affaires et d'investissement à Sao Paulo, puis consultant en risques et conformité dans deux grandes entreprises à Paris.
Il est diplômé en relations internationales (B.A.), puis a poursuivi ses études avec un double diplôme en économie financière dans les universités de São Paulo et d'Oxford. En outre, il est diplômé du Master 2 de Banque et Finance de Panthéon-Sorbonne.