DAUL STÉPHANE

FINANCE
 Edhec Business School
French Guiana

Biography

Stéphane Daul joined Pictet Asset Management in 2011 as a Senior Quantitative Analyst in the Multi Asset and Total Return unit. Before joining Pictet, he was with Riskmetrics during almost 5 years as head of research. He previously worked as a senior risk analyst at Swiss Re until 2003 and subsequently as a senior quantitative analyst at EIM from 2004 to 2005. Stéphane has published numerous academic articles in both physics and finance. He is a CFA charter holder and was awarded a Ph.D. in Theoretical Physics from the University of Fribourg, Switzerland.

Research Intrest

Speciality : Finance

List of Publications
S. Daul and E. G. Vidal, Insurance Liabilities Replication, Riskmetrics Journal, Winter 2009.
S. Daul, N. Sharp and L. Sorensen, Fixed Income Performance Attribution, Riskmetrics 2010, available on www.ssrn.com.

Global Scientific Words in Business and Management