Team Members

The IÉSEG iℚuant Group of Research is directed by Yann BRAOUEZEC.
iℚuant members conduct state-of-the-art research and participate in topical international conferences related to quantitative finance.
Renaud BEAUPAIN

Renaud BEAUPAIN

Full Professor in Finance and Head of the Finance Department

Interests: market microstructure, market liquidity, financial networks

Expertise: interbank money markets, implementation of the monetary policy, interest rate benchmarks

Jérémie BERTRAND

Jérémie BERTRAND

Associate Professor in Finance and Deputy Academic Director for the Master cycle of the Grande Ecole program

Interests: banking, decision-making, biases

Expertise: relationship lending, discouragement, discrimination

Yann BRAOUEZEC

Yann BRAOUEZEC

Full Professor in Finance and Director of iQuant

Interests: asset pricing, banking regulation, banks stress tests, monetary policy, risk and uncertainty

Expertise: macroprudential regulation, macro stress tests, banks reporting

Aurore BURIETZ

Aurore BURIETZ

Associate Professor in Finance and Academic Director of the apprenticeship program on Financial Institutions: Risk, Compliance and Data Analytics

Interests: banking industry from different perspectives (regulation, monetary policy, lending activities, securitization, political context), gender bias

Expertise: syndicated loans, financial crises

Carmela  DAVINO

Carmela DAVINO

Full Professor in Finance

Interests: banking, banking regulation, ethical conduct in the financial intermediation sector

Expertise: international banking, misconduct in banking, international regulatory arbitrage

Marc JOETS

Marc JOETS

Associate Professor in Finance

Interests: commodity markets, time series econometrics and machine learning, macroeconomic uncertainty, macroeconomic and financial spillover

Expertise: commodity markets and climate economics, international macroeconomics, time series and machine learning

Paolo MAZZA

Paolo MAZZA

Full Professor in Finance

Interests: market microstructure, traders' behaviors, financial tax, environmental finance and economics

Expertise: equity markets, alternative investments, market quality, insider trading, transaction costs management

Laurent PATAILLOT

Laurent PATAILLOT

Assistant Professor in Finance

Interests: market microstructure, high-frequency trading, complex systems, informational efficiency

Expertise: low-latency market infrastructures, point processes and temporal networks, agent-based modeling

Francesco  ROCCAZZELLA

Francesco ROCCAZZELLA

Assistant Professor in Finance

Interests: Forecast evaluation, modeling interconnectedness, credit scoring and LGD modeling

Expertise: Forecasting in Macroeconomics and Finance, Asset Pricing

Francesco VIOLANTE

Francesco VIOLANTE

Associate Professor in Finance

Interests: Asset and derivatives pricing, risk management, connectedness and contagion

Expertise: Econometric modeling, volatility modeling and forecasting, forecast evaluation

Lakshithe WAGALATH

Lakshithe WAGALATH

Associate Professor in Finance

Interests: Systemic risk, banking regulation, financial contagion, macro stress tests.

Expertise: Systemic risk, financial contagion, macro stress tests

Paul ZIMMERMANN

Paul ZIMMERMANN

Associate Professor in Finance

Interests: asset pricing, market efficiency, optimal capital structure

Expertise: integration of credit and equity markets; design and pricing of hybrid securities; credit derivatives