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
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
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 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
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
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
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
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