Bertrand Tavin



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

My teaching and research interests encompass the trading of derivatives, the modeling of commodities and energy markets, the regulation and measurement of financial risks as well as algorithmic trading strategies.


Current position

Associate Professor of Finance, EMLYON business school
23, avenue Guy de Collongue, 69130 Ecully, 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 (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)