Professor of quantitative methods for finance
HEC Montréal | Montréal
David is professor of quantitative methods for finance. His research lies in the areas of econometrics, quantitative finance, and risk management. In 2018, he was elected “Swiss risk manager of the year” by the Swiss Risk Association. He is a big fan of open-source initiatives and is the co-author of several R packages such as "DEoptim", "GAS", "MSGARCH", and "sentometrics". He is a member of the Sentometrics organization. When he does not code, he plays a foodie in downtown Montréal. For more details go here.