EDUCATION

PhD candidate, Finance expected 2016

HEC, Montreal

Dissertation : « Essays in Credit Risk and Asset Pricing » (Supervisor: prof. Pascal François)

Masters (Diplôme Professionnel Approfondi) in Economic Development

Conservatoire National des Arts et Métiers, Paris, France

BSc, Mechanical Engineering

Polytechnic Institute of Bucharest

 

FIELDS OF INTEREST

Credit Risk, Empirical Asset Pricing, Volatility Modeling, Ambiguity

 

ACADEMIC WORK EXPERIENCE

Lecturer, McGill Univ. – Finance 2 (FINE 342), undergraduate Summer 2010

Lecturer, McGill Univ. – International Finance 1 (FINE482), undergraduate Winter 2006, Summer 2006

TA for prof. Wajeeh Elali, McGill Univ. – Finance 1 (MGCR 341), undergraduate Fall 2005

TA for prof. Larbi Hammami, McGill Univ. – Finance 1 (MGCR 341), undergraduate Winter 2006

 

NON-ACADEMIC WORK EXPERIENCE

Controller, ALB Industries (Montreal, CA) Nov. 2013 – Dec. 2014

Controller, Ultima Risk Solutions (Montreal, CA) Apr. 2011 – June 2013

Financial Analyst, IPEX Management INC. (Montreal, CA) 2009 – 2011

Credit Analyst, Alpha Credit Bank (Bucharest, RO) 1998 – 1999

Counsellor, Ministry of Industry and Trade (Bucharest, RO) 1996 – 1998

Design engineer, Petrochemical equip., GRIRO S.A. (Bucharest, RO) 1992 – 1996

 

GRANTS and SCHOLARSHIPS:

Institute of Mathematical Finance – Montreal (IFM2) 2001-2002

2003-2004

Joint Vienna Institute 1997-1998

(The International Monetary Fund and The World Bank)

 

WORKING PAPERS:

Option-Implied Ambiguity and The Cross-section of Asset Pricing (Sep 2016)

Causality and Asymmetric Linkages between Hazard Rates and the Macro Environment (Sep 2016)

Growth Options and the Term Structure of Credit Spreads (Jun 2015)

Real Options and Credit Spreads (with Pascal Francois) in progress

 

OTHER STUDIES:

“The Transmission Mechanism of Idiosyncratic Volatility: An Ex-Ante Perspective”, 2005, term paper, McGill University

“Possible Impact of Fixed Exchange Rate on Exports and Foreign Direct Investments – Romania’s Case”, 1997, Policy Paper, Joint Vienna Institute

 

OTHER TRAINING:

Joint Vienna Institute – Vienna, Austria Jan 26 – May 29, 1998

Subject: “Comprehensive Course in Applied Market Economics” CC9

Economic Development Institute of the World Bank – Prague, Czech Republic Sep 15 – Nov 19, 1997

Subject: “Course in Market Economics and Financial Analysis”

Joint Vienna Institute – Vienna, Austria May 19 – June 6, 1997

Subject: “External Sector Policies”

 

LANGUAGES:

English (fluent), French (fluent), Romanian (native)

 

COMPUTER KNOWLEDGE

Math & Econometrics: Matlab, SAS, STATA, Mathematica

Programming: VBA, C++, R, Python

Office/Management: MsOffice, Ms Project, LaTex

ERP/MRP: Ms Dynamix AX/ GP/ NAVISION, SAP