Financial Markets - 203 - 1re année de master

L'équipe pédagogique

Kaiza Amouh

Quantitative Associate, Natixis CIB, Paris

Cours : Programmation en VBA Finance numérique

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

Cours : Evaluation de dérivés et calcul stochastique 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.

Helen Einsargueix

Consultant in Organisation and Project Management , HSX Consulting

Cours : Préparation aux entretiens en anglais

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.

Aymeric Kalife

CEO, iDigital Partners, Adjunct Professor, Université Paris Dauphine - PSL

Cours : Produits Dérivés & Finance durable

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

Professeur des universités

Arnaud Levy-Rueff

Managing partner, ExotikEquation

Cours : Titres à revenu fixe 1

Arnaud has been involved in financial markets since 1995.
Over the years, he has been trading and managing trading desks for banks (Societe 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

Professeur assistant

Claire Porzio

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

Cours : Ethique, normes professionnelles et conformité

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

Cours : Ethique, normes professionnelles et conformité

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 conférences

Fabrice Riva

Professeur des universités

Fabrice Riva est professeur de finances à l’Université Paris Dauphine-PSL, il y dirige le master “Finance d’entreprise et ingénierie financière”. Ses recherches se situent dans le champ de la microstructure et portent sur l’impact des frictions de marché pour l’évaluation des actifs financiers. Plus récemment, il s’est intéressé au fonctionnement du marché des ETFs (Exchange Traded Funds) à travers notamment l’analyse des déterminants de leur pricing et de leur liquidité. Ses travaux ont été publiés dans plusieurs revues internationales. Il est par ailleurs l’auteur de l’ouvrage de modélisation financière « Applications financières sous Excel en Visual Basic ». Il est titulaire d’un Doctorat en Sciences de Gestion et d’une Habilitation à Diriger les Recherches de Dauphine.

Nadia Tortel-Ubaysi

Global Head of Talent, Candriam, Paris

Cours : Careers in Finance

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.