I'm Professor in the Département de mathématiques at Université du Québec à Montréal (UQAM) and a member of Quantact, the research lab in actuarial and financial mathematics of the Centre de recherches mathématiques (CRM).
My research is focused on applied probability, especially stochastic processes and their applications as well as stochastic optimization problems.
Short CV:
- Professeur - Département de mathématiques, UQAM (2010-...)
- Director - Graduate Studies in Mathematics, UQAM (2018-2021)
- Director - Quantact Research Lab, UQAM & CRM (2014-2016)
- Assistant Professor (tenure-track) - Department of Statistics and Actuarial Science, University of Waterloo (2008-2010)
- Postdoctoral Researcher - Johann Radon Institute for Computational and Applied Mathematics (RICAM), Austrian Academy of Sciences (2007-2008)
- Ph.D. Applied Mathematics - Département de mathématiques et de statistique, Université de Montréal (2007)