I am currently an Associate Professor in the Department of Mathematics and Statistics at the University of Montreal. My specialization is in Financial and Actuarial Mathematics and my current research interests are in the fields of Applied Machine Learning in banking and in responsible investment. Other general fields of interest of mine are Mathematical Finance and Risk Theory.
- More specifically, current topics of interest to me now go beyond classical Ruin Theory, ranging from novel applications of Learning Algorithms in Finance and Banking to Micro-structural Modeling in High Frequency Finance.
- More recently I have participated in the Artificial Intelligence transformation initiative of the National Bank of Canada. As the Chief AI Scientist I led the scientific efforts of the bank's strategy to leverage AI technologies accross all verticals. I had the opportunity to work on a wide variety of projects from wealth management to retail banking applications. I also led the first works towards laying down a AI governance framework.
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