Bertrand Tavin



I am Associate Professor, at emlyon business school since 2013. I have a PhD in Finance and a background in Engineering, Applied Mathematics and Economics.

My teaching and research interests encompass the derivative instruments, the modeling of commodities and energy markets, robust portfolio allocation, the regulation and measurement of financial risks and decisions under uncertainty.


Current position

Associate Professor, EMLYON business school

Economics and Quantitative Finance Department

144, avenue Jean Jaurès, 69007 Lyon, France

Contact: tavin /at/ em-lyon.com

Arrival at EMLYON Business School : September 2013 as Assistant Professor.


Previous positions

Doctoral Researcher and Lecturer, Université Paris 1 - Panthéon Sorbonne, Paris (2009-2013)

Trader of exotic and hybrid derivatives, Credit Agricole CIB, London (2007-2009)

Risk Engineer, HSBC, Paris (2005)


Awards

2024 - Best reproducible paper CASCAD, at AFFI 2024 international conference, Lille, France, (joint with Guillaume Coqueret and Yuxin Zhou)

2015 - Best-paper award German IAEE, at INREC 2015 conference in Essen, Germany (joint with Lorenz Schneider)

2011 - Best Paper in Risk Management GARP-EFMA, at EFMA 2011 anual meeting in Braga, Portugal


Education

Habilitation (HDR), Université Paris 1 - Panthéon Sorbonne (2024)
Ph.D. in Finance, Université Paris 1 - Panthéon Sorbonne (2009 - 2013)
M.Sc. in Applied Mathematics, Université Paris 1 - Panthéon Sorbonne (2007)
M.Sc. in Finance, Université Paris 1 - Panthéon Sorbonne (2006)
Engineer Degree, Institut Supérieur d’Electronique de Paris (2005)
B.Sc. in Economics, Université Paris 1 - Panthéon Sorbonne (2004)