Welcome to my website!

I am a professor of economics at HEC Lausanne, which I joined in 2015. Previously, I worked as a senior economist at the Banque de France, and as the head of operational research at the French Debt Management Office (Agence France Trésor).

My research focuses on time series modeling, with applications to interest rate dynamics, catastrophe risk pricing, and public debt management.

I have carried out consulting assignments for various institutions (ECB, OECD, Banque de France, EDF, Swiss federal finance administration).

On this website, you’ll find my published work, my work in progress, and links to related material (codes). Please feel free to contact me if you have any questions.