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I am an empirical finance researcher working on asset pricing, derivatives, market microstructure, and risk management. I received a master’s and PhD degree in Financial Engineering from HEC Montreal.
My research program includes empirical asset pricing, credit risk, and derivative pricing. In recent years, my research has focused on the analysis of high frequency prices.
- Best Paper Award in Options and Derivatives, 2026 FMA Annual Meeting
- Best Paper Award, 2026 FMA Consortium on Asset Management
- CBOE OI Research Grant
- Goldberg Family Foundation Fellow in Finance
- SSHRC Insight Development Grant
- IVADO Fundamental Research Project Grant
- Canadian Derivatives Institure Research Grant
- NFA Best Paper Award in Derivatives, 2017
- Institut de Finance Mathématique de Montréal (IFM2), Faculty Recruitment Program, 2012-2014
For the most recent list, please visit my Google Scholar profile here.
BU493 Options, Futures, Swaps
BU623 Derivatives and Financial Risk Management
BU493v Investment Strategies
Contact Info:
Office location: LH4084
Office hours: Wednesday, by appointment.
Languages spoken: English, French, Spanish