I am an associate professor in the Department of Mathematics and in the Department of Finance at Université de Sherbrooke. I was previously an associate professor in the Department of Mathematics at UQAM, in Montreal, Canada.

My research interests are at the intersection of actuarial science and mathematical finance. My work is focused on optimal stopping and optimal control problems in hybrid insurance products, as well as on the development of simulation algorithms and numerical methods that find applications in actuarial and financial mathematics.

I am a member of Quantact, the Actuarial and Financial Mathematics Research Lab of the CRM.

News and upcoming talks

About me

  • November 2021 - :
    • Associate professor, Department of Mathematics and Department of Finance, Université de Sherbrooke
  • 2020 - 2021:
    • Associate professor, Department of Mathematics, Université du Québec à Montréal
    • Director, Quantact Research Lab
  • 2016 - 2020: Assistant professor, Department of Mathematics, Université du Québec à Montréal

  • 2014 - 2016: Postdoctoral researcher, RiskLab, ETH Zurich

  • 2011 - 2014: Ph.D in Actuarial Science, University of Waterloo

Full CV available here