iℚuant members conduct state-of-the-art research and participate in topical international conferences related to quantitative finance.
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
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
Associate Professor in Finance and Academic Director of the apprenticeship program
Interests: banking industry from different perspectives (regulation, monetary policy, lending activities, securitization, political context), gender bias
Expertise: syndicated loans, financial crises
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
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
Monia Magnani
Assistant Professor in Finance
Interests: asset management, financial econometrics, macro-finance, real estate finance
Expertise: bubble detection and forecasting, optimal portfolio decisions, cross-sectional asset pricing, financial impact of ESG ratings.
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
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
Matthieu Picault
Full Professsor
Interests: Monetary policy, asset pricing, banking
Expertise: : Natural Language Processing, central banks communication, implementation of the monetary policy
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
Associate Professor in Finance
Interests: Systemic risk, banking regulation, financial contagion, macro stress tests.
Expertise: Systemic risk, financial contagion, macro stress tests
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