Experience

 
 
 
 
 
June 2022 – Present
Lausanne

Scientist and Statistical consultant

Institute of Mathematics, EPFL

 
 
 
 
 
September 2020 – June 2022
Lausanne

Scientific collaborator

HEC Lausanne, Department of Operations

 
 
 
 
 
September 2018 – August 2020
Montreal

Postdoctoral Fellow

HEC Montreal, Department of Decision Sciences

 
 
 
 
 
September 2016 – February 2018
Suisse Romande

PhD representative

CUSO

Responsibilities include:

  • Represent PhD students’ interests
  • Organize the Young Researcher Conference
 
 
 
 
 
September 2014 – August 2018
Geneva

PhD candidate and teaching assistant

University of Geneva

My PhD thesis was conducted under the supervision of Prof. Valérie Chavez-Demoulin and Prof. Elvezio Ronchetti. The main focus of my thesis was on modelling covariate-dependent tail dependencies.

https://archive-ouverte.unige.ch/authors/view/108937

 
 
 
 
 
September 2013 – January 2014
Payerne

Intern

MeteoSwiss

I conducted a data analysis of total and partial ozone columns and modelled the associated extreme values.

Recent Publications

Journal of Applied Econometrics, (5), 37, pp. 988– 1009, https://doi.org/10.1002/jae.2900, 2022
Preprint PDF

Journal of the Royal Statistical Society: Series B (Statistical Methodology), 82: 871–932. https://doi.org/10.1111/rssb.12355, 2020
Preprint PDF

Extremes, https://link.springer.com/article/10.1007/s10687-020-00394-z, 2020
Preprint PDF

Journal of the Royal Statistical Society: Series C (Applied Statistics), 69: 741-764. doi:10.1111/rssc.12415, 2020
Preprint PDF

Extremes, 22, pp. 523–552, https://doi.org/10.1007/s10687-019-00342-6, 2019
Preprint PDF

Scandinavian Journal of Statistics, (46), 4, pp. 1141–1167, https://doi.org/10.1111/sjos.12388, 2019
Preprint PDF

Journal of Multivariate Analysis, (159), pp. 49–66, 2017
Preprint PDF

In preparation, 0001

Recent & Upcoming Talks

Mar 5, 2020 Research seminar, Department of Decision Sciences, HEC Montréal

Jul 1, 2019 Extreme Value Analysis Conference, University of Zagreb, Croatia

Jun 21, 2019 Operations Research Seminar, HEC Lausanne

Jun 13, 2019 Workshop on Causality and Extremes, EPFL, Switzerland

Dec 16, 2017 10th International Conference on Computational and Methodological Statistics (ERCIM), Senate House, University of London, UK

Jun 26, 2017 Extreme Value Analysis Conference, TU Delft, The Netherlands

Apr 25, 2016 Workshop on Uncertainty and Causality Assessment in Modeling Extreme and Rare Events, NCAR, Boulder, USA

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