Jean-David FERMANIAN

Professor of Finance at Ensae
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Contact Information
us****@****om
(386) 825-5501
Location
Greater Paris Metropolitan Region, FR
Skills

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Experience

  • GENES - Groupe des Écoles Nationales d'Économie et Statistique
    • France
    • Higher Education
    • 1 - 100 Employee
    • Professor of Finance
      • Sep 2009 - Present

      Ensae

  • BNP Paribas
    • France
    • Banking
    • 700 & Above Employee
    • Senior Quantitative Analyst
      • Apr 2005 - Dec 2009

      Conception and implementation of credit derivatives pricing mdoels and arbitrage strategies based on this class of assets (CDOs and all their exotic versions).

  • Ixis Corporate and Investment Banking
    • Head of Risk methodologies
      • May 2002 - Apr 2005

      Conception and implementation of the counterparty risk/economic capital model of Ixis CIB.

  • ENSAE
    • Professor of Statistics
      • Sep 1999 - May 2002

      Ensae

Education

  • Ecole Normale Supérieure + Ensae
    PhD, Finance, Statistics
    1988 - 1994

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