Sébastien is Professor of Finance at NEOMA Business School. Previously, he held a research position at Imperial College London in the UK. Before that, he worked seven years in the investment industry in Canada and held consulting positions.
His main research interests include investment management, risk management, asset pricing, stochastic control and stochastic analysis. He has also co-authored books on risk-sensitive stochastic control and stock market crashes.
He holds a PhD in mathematics from Imperial College London (UK), a MBA from University of Ottawa (Canada), and a MSc in Management from Reims Management School (France). He is also a CFA Charterholder, a Certified Financial Risk Manager (FRM), a Professional Risk Manager (PRM), and a CQF alumnus.