Speakers

 

 

Denis Allard

Denis Allard is a researcher at INRAE (National Research Institute for Agriculture, Food and the Environment) in Avignon, France. From 2005 to 2011 he has been the head of the BioSP (Biostatistics and Spatial Processes) group. His research covers a wide range of topics in geostatistics and spatial statistics for modeling and analyzing spatio-temporal data, with applications in geosciences, environment and climate sciences. Since 2023 he is the Principal Investigator of the Geolearning Chair, a collaborative project between BioSP and the Geostatistics team at Ecole des Mines de Paris, with a particular focus on geostatistics, extreme events and Machine Learning for the climate transition. He is currently associate editor for Spatial Statistics.

 

Imène Ben Rejeb-Mzah

Imène Ben Rejeb-Mzah is head of BNP Paribas ESG methodologies and data, a data science team specialized in environmental risks modelling. She is member of PACTA Methodology Advisory Committee. She is also member of the International Energy Agency’s Finance Industry Advisory Board (FIAB). She holds an engineering degree from Telecom Paris – Institut Polytechnique de Paris. She is also graduated from Oxford University in financial strategy. After over 10 years experience in financial risks modelling within several financial institutions, she specialized in extra-financial risks modelling a few years ago. She has been working with various scientific think tanks on the economy decarbonization methodologies. She has contributed to several scientific papers dealing with climate risks modelling Along with her team, she is currently harnessing the state of the art mathematical and machine learning models to improve environmental risks quantification.

 

Elena Di Bernardino

Professeure des universités au Laboratoire Jean Alexandre Dieudonné, Université Côte d'Azur
Elena Di Bernadino obtient son doctorat à l'Université de Lyon en 2011 et son poste de maître de conférences au Conservatoire national des arts et métiers de Paris en 2012. Depuis 2020, elle est professeure au laboratoire Jean-Alexandre Dieudonné de l'Université Côte d'Azur.  Ses thèmes de recherche, auparavant ancrés dans la théorie des valeurs extrêmes et les mesures de risque multivariées, se sont depuis ouverts vers la géométrie aléatoire et l'estimation statistique d'ensembles aléatoires. Elle est PI du projet « Données, modèles et décision en science des risques » au sein du projet ANR « COCHAIR » (COllaborative research CHAIRS) pour le programme PEPR exploratoire IRiMa France 2030 ANR-22-EXIR-0001. Elle est Co-PI du projet « Intelligent Mapping » au sein du ANR PEPR exploratoire IRiMa France 2030 et PI Chaire Institut 3IA Côte ANR-19-P3IA-0002. Titre de la chaire « Territorial Security through environmental risks management ». 

 

Alexandre Marette

Alexandre Marette is Head of Decision-Making Models within the Credit Risk Department of BNP Paribas Leasing Solutions, a data analysis and data science team which aims to automatize credit granting decision. He holds an Engineering Degree from IPSA (Institut Polytechnique des Sciences Avancées). He is also graduated from Université Paris Dauphine – PSL (Paris Sciences et Lettres) with a Master Degree in Finance & Asset Management and an Executive Master Statistic and Big Data. After over 14 years of experience in various positions as Financial and Quantitative Analyst within several entities of BNP Paribas, he joined the Credit RISK department of BNP Paribas Leasing Solutions a few years ago. 

In parallel, he dedicates part of his time for the past 6 months to the ESG RISK QUANT Squad, as a Project lead on the emerging topic of Nature-related and Biodiversity Risk Modelling. RISK ESG Quant Squad is a transversal RISK Quant community which aims to share, improve RISK ESG Quantitative skills across the RISK QUANT Community of the Group and work on emerging RISK ESG topics with a quantitative approach.

 

Joe Moorhouse

Joe Moorhouse divides his time at BNP Paribas between the RISK ESG team, where he is methodology lead for physical climate risk, and his role as a manager in BNP Paribas’s ‘SIGMA’ team, the methodology team responsible for counterparty credit risk and market risk. As head of SIGMA’s ‘Analytics Architecture’ function, Joe oversees the implementation in code of the mathematical models that feed into the bank’s capital calculations.  Physical climate risk represents a return to Joe’s roots in atmospheric physics. He has a DPhil from Oxford University’s department of Atmospheric, Oceanic and Planetary Physics and spent the early part of his career in the field of satellite-borne remote sensing, working on various Earth Observation and planetary missions from conceptual design to pre-launch calibration.

 

Peter Tankov

Peter Tankov is professor of quantitative finance at ENSAE, the French national school for statistics and economic administration, having previously worked at Paris-Cite university and Ecole Polytechnique. He is a mathematician, specialist in mathematical finance and applied probability. His current research interests include quantitative finance, energy finance, and green and sustainable finance. Peter is the author of over 50 research articles on these and other topics and of the widely read book, Financial Modelling with Jump Processes. He is the recepient of the 2016 Best Young Researcher in Finance award of the Europlace Institute of Finance, the 2024 Louis Bachelier Prize of London Mathematical Society, SMAI, and Natixis Foundation, and the principal investigator of several national grants. Peter is the scientific director of the Paris Agreement Research Commons foundation at Louis Bachelier Institute and member of editorial boards of the main quantitative finance journals: Mathematical Finance and Finance and Stochastics.
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