I am an Assistant Professor in the Department of Finance at HEC Montréal. In my research I focus on understanding option and equity markets both through model-based and non-parametric methods.
I Décisions financières de la firme / Topics in Corporate Finance and Méthodologie de la finance empirique / Financial Econometrics in the M.Sc. in Finance programme.
Università della Svizzera italiana, Lugano, and Swiss Finance Institute
Empirical Asset Pricing and Financial Econometrics.
Northwestern University Kellogg School of Management
Visiting scholar with the Quantitative Finance group of Professors Torben Andersen and Viktor Todorov.
Quantitative Methods and Information Systems
Warsaw School of Economics
Alphacruncher AG, Lugano, Switzerland
Analysis of unstructured or weakly-structured data. Data modelling. Development of analytical tools for education and investment management.
Dom Maklerski AFS, Warsaw, Poland
Development of Risk Management and Derivatives Accounting software solutions, FX derivatives pricing and modeling. Consultant for Risk Management and Controlling for Poland's top listed companies.
Warsaw School of Economics, Poland
AWEX, Agence wallonne a l'Exportation, Warsaw, Poland