About
My research lies at the intersection of financial econometrics and statistical inference, with applications to credit risk, model validation, and stress testing. I develop econometric, Bayesian, and sequential methods for measuring and monitoring financial risks, including those arising from geopolitical and climate-related shocks.
I am a PhD candidate in Economics at the Laboratoire d’Économie d’Orléans (LEO), University of Orléans, and a research scientist at Square Management through the French CIFRE programme, working under the supervision of Professor Christophe Hurlin. At Square Management I conduct research and advisory work for banking institutions on probability-of-default calibration, model validation, and stress testing.
From September to December 2026, I will be a Visiting Student Researcher in the Department of Statistics at Stanford University, hosted by Professor Aaditya Ramdas, working on sequential and anytime-valid inference.
Research interests: financial econometrics · credit risk · model validation · stress testing · Bayesian inference · sequential inference · emerging risks.