CHIBANE Messaoud

Prior to starting his academic career in 2015, Messaoud CHIBANE headed Shinsei Bank’s cross-asset quantitative research team in Tokyo. He began his career at JP Morgan Bank in 1997. Since then, he has held several senior quantitative analyst positions in London and Tokyo, specializing in the valuation and hedging of exotic interest rate and FX options. He joined ESSEC Business School in 2015 then NEOMA Business School in 2017 where he created and directed the MSc Finance & Big Data. His research focuses on asset valuation, the link between macroeconomics and financial markets as well as sustainable finance and cryptocurrencies. Messaoud CHIBANE has published in international peer-reviewed journals such as the Quarterly Review of Economics and Finance, Applied Economics, Economic Modelling and the European Journal of Finance as well as several practitioners’ journals such as Risk Magazine and the Wilmott Journal. A graduate from Ecole Centrale Paris, he also holds a DEA in Applied Economics from the University of Paris – La Sorbonne as well as a PhD in Finance from EDHEC Business School.