Financial Markets - 203 - 2ème année de master

L'équipe pédagogique

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. 

Clémence Alasseur

Research Engineer, EDF R&D

Course : Energy Derivatives

Clémence Alasseur holds a PhD degree in Applied Mathematics from the University of Paris Orsay (Paris XI). She worked on unsupervised classification with applications to satellite transmission modelling. She is also a graduate from SUPELEC and received an MSc in signal processing from Imperial College (London).

She is currently working at EDF R&D on energy market risk management and electricity price modelling. She also leads FIME lab (Finance for Energy Marckets) which is a commun research center between EDF R&D, University Paris Dauphine-PSL, Ecole Polytechnique and CREST.

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.

Arnaud Angelo

Responsable de l'équipe Modèle interne pour le risque de crédit de contrepartie, Crédit Agricole CIB

Cours : Gestion des risques

Arnaud ANGELO est actuellement responsable de l'équipe Modèle interne pour le risque de crédit de contrepartie (CCR) chez Crédit Agricole CIB. Son équipe est en charge des méthodologies réglementaires et internes du CCR.
Auparavant, il a travaillé comme chef de projet à La Banque Postale en charge du développement de la plateforme Market Risk, et comme analyste quantitatif chez Crédit Agricole CIB.
Arnaud est titulaire d'un diplôme d'ingénieur de l'ESIEE Paris et d'un Mastère Spécialisé en Finance de l'ESCP Europe.

Ali Arboun

Head of Equities and Commodities model validation

Cours: C++ Programming

Ali Arboun est diplômé de l'Ecole Polytechnique, avec un Master en Probabilité et Finance Quantitative en 2008.

Après avoir obtenu son diplôme, il a passé 12 ans chez HSBC, où il a occupé différents postes. Il a commencé en tant qu'analyste quantitatif des risques, où il était chargé de réviser des modèles quantitatifs, notamment des modèles de volatilité locale et stochastique, et d'analyser un large éventail de produits sur actions.

Quelques années plus tard, Ali a dirigé une équipe quantitative chargée de concevoir et de mettre en œuvre une évaluation indépendante ainsi que des ajustements du risque du modèle. En particulier, il a piloté une bibliothèque C++ mettant en œuvre des ajustements de valorisation des actions et des taux.

Ali a passé les trois dernières années chez HSBC à gérer et superviser globalement la valorisation des dérivés actions.

En 2019, il a rejoint Natixis où il dirige l'équipe de validation des modèles d'actions et de matières premières.

Fabian Astic

Managing Director - Global Head of Analytical Tools and Solutions, Moody's Investors Service, New York

Course : Credit Risk

Fabian is the Managing Director in charge of Moody’s Investors Service’s global Analytical Tool and Solutions Group (ATS), which is responsible for the quantitative models and analytical tools used in the rating process and across the rating agency. ATS also serves as an innovation hub for Moody's Investors Service, and helps coordinate and drive technology innovation across the firm. Prior to that role, Fabian held various positions within Moody's, including head of the Rating Model Group and head of the Model Verification Team, which are now part of ATS, and rating analyst in Moody's Structured Finance Group.

Fabian holds a Ph.D. in Applied Mathematics from the University of Paris Dauphine - PSL and his research focused on Mathematical Finance. He was also awarded a Master’s Degree in Mathematics Applied to Economic Sciences from Dauphine, as well as a Bachelor’s Degree in Applied Mathematics and Social Sciences. 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

Cours : Marchés électroniques

Arthur Bagourd a commencé comme eFX quant au sein de Barclays en 2019. Il est responsable de la modélisation et du développement des algorithmes de Market Making sur le marché du FX.

Arthur est diplômé du Master 203 - Financial Markets de l'Université Paris Dauphine - PSL.

Thierry Bechu

CIO, Aequam Capital

Course : Advanced Asset Management

Thierry Béchu is CIO at Aequam Capital, a quantitative asset manager specialized in Risk Premia and asset allocation. Before that he was head of multi-asset for Pension Funds and Endowments at Lombard Odier IM. He developped various expertise in risk based and risk premia approches. Thierry is a former global macro manager and is a technical analysis specialist and wrote a book on this matter.

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).

Constance Boublil-Groh

Economist, Société Générale

Courses : Financial Markets and the Economy

Constance Boublil-Groh is Senior Economist at Société Générale.
She is in charge of macroeconomic forecasts, sovereign ratings and ESG analysis.
Until 2012, she was Economist at Coface working on French State export guarantees. She is also Jury for the Economic exam of The French Ecole Nationale d’Administration. She was educated at Sciences Po Paris and has a Master Degree in International Economics.

Bertrand Canel

Juriste bancaire et Financier, Chargé de relations avec les superviseurs, Société Générale

Cours : Ethics, Professional standards & Compliance

Bertrand Canel est un juriste français qualifié, également diplômé de l'Institut d'Etudes Politiques de Paris (Master Politique Publique). Il travaille pour le groupe Société Générale depuis 2008 en tant que juriste d'entreprise et a développé une expertise dans différents domaines, tels que la gestion d'actifs, les marchés de capitaux et la réglementation bancaire. Il travaille actuellement au sein de l'équipe Réglementation bancaire et financière de la direction juridique du groupe Société Générale.

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.

Jacopo Maria D’Andria

Economist at the Risk Division of Société Générale

Course : Financial Markets & the Economy

Jacopo Maria D’Andria works as an Economist at the Risk Division of Société Générale, where he is in charge of the analysis of the banking sector, the impact of financial regulation and financial stability issues. Also, he is responsible for the macroeconomic forecasts of the UK economy. Previously, he worked at the European Central Bank (ECB) in the Stress Modelling Division of the Macroprudential and Financial Stability Directorate and in the Financial Research Division of the Research Directorate.

He holds a master’s degree in Economics and Social Sciences from Bocconi University in Milan and a bachelor’s degree in Economics from the same university.

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).

Alain Durré

Chef Economiste, Goldman Sachs

Course : Financial Markets and the Economy

Dr. Alain Durré is Chief Economist at Goldman Sachs, Inc. et Cie.Until September 2014, he was Principal Economist in the Monetary Policy Strategy Division of the Directorate General Economics of the European Central Bank. He is also a member of the Centre National de la Recherche Scientifique in France (LEM-CNRS). He was educated at Facultés universitaires Saint-Louis (Belgium), Universität Mannheim (Germany) and at the Université catholique de Louvain from which he holds a PhD in monetary economics.

Jean-Louis Duverney Guichard

Founder and Managing Partner at NewCo Corporate Finance, Paris

Course : Mergers & acquisitions

Jean-Louis is an M&A professional with an experience spanning over 20 years in London and Paris.
He is a partner at EY, responsible for the FIG M&A practice in France
He spent the greater part of his career in London (HSBC, Dresdner Kleinwort Wasserstein, Fox-Pitt, Kelton and Keefe, Bruyette & Woods). He also spent 3 years at Oddo Corporate Finance before joining EY in 2015.
Jean-Louis is a FIG specialist (bank, insurance, brokerage, asset management and fintechs). As such, he enjoys a regular dialogue with the various financial institutions in France and Europe
He originated and executed more than 50 transactions (both domestic and cross-border) for banks (Natixis, BNP Paribas, Crédit Mutuel, Dexia, HSBC, etc.), insurances (AXA, MetLife, Cardif, Generali, MACIF, MNH, etc.), insurance brokers (Ciprès, Assurea, etc.), asset managers (OFI, Fourpoints, Framlington, Insinger de Beaufort, etc.), private equity players and public institutions (Apax, IFC, Proparco). He recently advised Apax for the acquisition of the insurance broker Ciprès, BNP Paribas for the acquisition of Landkreditt Finans in Norway and most currently Natixis for the sale of Sélection 1818. Jean-Louis is graduated from ESSEC and completed an Executive Program at INSEAD

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.

Paul Gassiat

Maître de Conférence, Université Paris Dauphine-PSL

Course : Derivative Pricing and Stochastic calculus II

After his graduation from ENS Paris and Paris Diderot University, Paul Gassiat wrote a PhD on stochastic control and mathematical finance at Paris Diderot University. He is currently Maître de Conférences (Associate Professor) at University Paris-Dauphine and member of the CEREMADE laboratory. 

His research focuses on stochastic analysis, stochastic control and numerical probability with a particular interest towards financial applications.

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.

Benoît Guilleminot

CEO, SMILE Investment solutions

Course : Commodities

Benoit is the CEO of SMiLE Investment Solutions, an advisory company specialized in portfolio management and asset allocation.
Before founding SMiLE, Benoit was in charge of the R&D department at Riskelia (for 5 years) and co-portfolio manager of Riskelia’s fund. He completed his PhD in Mathematical Finance in London under the supervision of Prof Helyette Geman on a variety of commodity-related quantitative problems (2010). Benoit also graduated in “Computer Science and Software Engineering” from the University of Technology of Compiègne (MSc degree – 2006) and holds a research Master’s degree in Applied Mathematics (image processing, classification and machine learning) from Ecole Normale Supérieure de Cachan (2006). 

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.

Juan Imbet

Assistant professor of Finance, Université Paris Dauphine-PSL

Course : Python programming for finance

Juan Imbet is an Assistant Professor of Finance at the Université Paris-Dauphine. He holds a PhD in Finance from Universitat Pompeu Fabra and the Barcelona GSE.
Juan's research interests lie at the intersection between asset pricing, corporate finance, and computational finance. He holds a M.Sc. in Finance from the Barcelona Graduate School of Economics, and a double major B.Sc. in Industrial Engineering and B.A. in Economics with a minor in Mathematics from Universidad de los Andes in Bogotá.
His current research interests include the impact of uncertainty on corporate decisions and financial markets, information disclosure, liquidity, and large scale optimization. Juan is an expert in textual analysis and machine learning to construct and process big data to study financial markets and corporations.

Ashwin Joshi

Vice President, Fixed Income ESG Investment team, BlackRock, New York

Cours : Finance durable

Ashwin travaille avec l'équipe Fixed Income de BlackRock pour fournir des solutions d'investissement ESG à leurs clients en intégrant des outils et des stratégies d'intégration des risques ESG et climatiques au processus d'investissement.

Ashwin a obtenu un BA (Licence) de l'Université Vanderbilt en 2015, avec une spécialisation en mathématiques et en économie et une mineure en informatique. Il est également titulaire du titre de CFA depuis 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.

Thierry Kuagbenu

Head of Investment Solutions, Aviva Investors France, CFA, FSA, FRM

Course : Advanced Asset Management

Thierry is the Head of Investment Solutions since July 2015. He is an expert on insurance problematics, product structuring and financial modelling for complex products and strategies.
Before he had worked as a quantitative analyst at Aviva France for 3 years after having been a Senior Manager for a year . From 2008 to 2011 Thierry has been a quantitative analyst for the insurer AllState. He has started his career as an actuary associate at AEGON.
Thierry holds Master in Financial Engineering of Cornell university. He is also a CFA charterholder, FSA ”Fellow of Society of Actuaries”, and FRM ”Financial Risk Manager”.

Guillaume Leenhardt

Global Head of Business Development and Group Board member, Mercuria Energy Group, Geneva

Course : Economics and Geopolitics of Energy

Guillaume Leenhardt is Global Head of Business Development and Group Board member at Mercuria Energy Group, Geneva, one of the top five global energy traders. 
Guillaume joined Mercuria in 2011 after a 20 year banking career where he held various senior management positions and was a key contributor to the leadership of BNP Paribas in the financing of the Energy and Commodities sector. His last position at BNP Paribas was head of their Energy & Commodity Finance department in Paris, active across the commodity spectrum: structured and trade finance, upstream oil and gas, and mining finance. 
Guillaume is a graduate of the Ecole Superieure de Commerce de Paris and completed with honors in 1989 the Masters 203 in Commodities and Financial markets at the University of Paris Dauphine.

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.  

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)

Cours : Sustainable Finance

Diane Menville a une formation en Statistiques et 15 ans d'expérience en finance évoluant dans différents environnements du secteur privé aux institutions internationales. Ainsi, après 10 ans passés au sein de Barclays Bank plc à Paris et à Londres, elle a rejoint en 2015 la Banque de France en tant qu'experte en risque de crédit et de marché, la Banque mondiale en 2017 dans l'équipe des risques de marché puis le cabinet de Joaquim Levy, le MD CFO de la Banque mondiale.

Après quelques années à la Trésorerie de la Banque mondiale, dans l'équipe chargée de l'allocation quantitative et des actifs, elle retourne en Europe et dans le secteur privé en 2020, pour développer la stratégie ESG : des mesures d'impact des entreprises aux stress tests climatiques sur les portefeuilles, pour le compte de Scope Group, l’agence de notation européenne.

Diane Menville est devenue en 2021, la directrice de la trésorerie et des marchés de capitaux de l’Agence Française de Développement.

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.

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. 

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

Enseignant-Chercheur, 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.

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.

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 : Alternative Finance, 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

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.

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.