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Associate Professor in Quantitative Methods for Finance

HEC Montreal

David is an IVADO professor in the Department of Decision Sciences at HEC Montréal. Trained in quantitative methods for finance, he has have a keen interest in asset allocation, risk management, and text-mining. In 2018, the Swiss Risk Association awarded him “Swiss risk manager of the year”. He is a regular member at GERAD, Quantact, and Fin-ML, an associate researcher at OBVIA, and an instructor at DataCamp. When he is not coding, he plays a foodie in downtown Montréal.

Interests

  • Quantitative Asset Management
  • Quantitative Risk Management
  • Text-mining
  • Econometrics
  • Sentometrics

Education

  • PhD in Finance, 2008

    University of Fribourg, Switzerland

  • MAS Quantitative Finance, 2003

    Swiss Federal Institute of Technology Zürich, Switzerland

  • MSc Financial Engineering, 2002

    University of Neuchâtel, Switzerland

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