iℚuant members conduct state-of-the-art research and participate in topical international conferences related to quantitative finance.
Renaud BEAUPAIN
Associate Professor in Finance and Head of the Finance Department, IÉSEG
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, IÉSEG
Interests: banking, decision-making, biases
Expertise: relationship lending, discouragement, discrimination
Yann BRAOUEZEC
Full Professor in Finance and Director of iQuant, IÉSEG
Interests: asset pricing, banking regulation, financial contagion, monetary policy, risk and uncertainty
Expertise: macroprudential regulation, banks reporting, price mediated contagion
Aurore BURIETZ
Associate Professor in Finance and Academic Director of the apprenticeship program on Financial Institutions: Risk, Compliance and Data Analytics, IÉSEG
Interests: banking industry from different perspectives (regulation, monetary policy, lending activities, securitization, political context), gender bias
Expertise: syndicated loans, financial crises
Marc JOETS
Associate Professor in Finance, IÉSEG
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
Associate Professor in Finance, IÉSEG
Interests: market microstructure, traders' behaviors, financial tax, environmental finance and economics
Expertise: equity markets, alternative investments, market quality, insider trading, transaction costs management
Alexandre RUBESAM
Associate Professor in Finance, IÉSEG
Interests: asset pricing, quantitative finance, behavioral finance
Expertise: empirical asset pricing, portfolio construction and asset allocation, machine learning in finance, herding behavior in financial markets
Paul ZIMMERMANN
Assistant Professor in Finance, IÉSEG
Interests: asset pricing, market efficiency, optimal capital structure
Expertise: integration of credit and equity markets; design and pricing of hybrid securities; credit derivatives