Aymeric Kalife is the CEO of iDigital Partners since 2019, specialized in Insurance and Investment advisory while leveraging on digital technologies, and Adjunct Professor in Finance at Paris Dauphine-PSL University. He was Global Head of Savings (Risk Management, Savings Strategy) & Deputy Group Life Chief Actuary at AXA for 11 years, notably supervising the Hedging platform of Variable Annuities ($130 bn AuM) and contributing to reshape the Savings business across 20 entities through capital-light structuring innovations. Prior to AXA he worked 8 years in Investment banking, as VP volatility strategist at Deutsche Bank, hybrids derivatives structurer at Merrill Lynch, quant in commodities at EDF and in interest rates at ABN AMRO. His research interests are in market impact and liquidity risk for flow / structured products, fixed and variable annuities, insurance policyholders'' behaviour and associated optimal product design, and ESG asset selection and optimal allocation, developed in a dozen of academic publications and awards from the US Society of Actuaries. He holds science (statistics, probability), finance, economics and law master degrees from Pierre & Marie Curie university / Ecole Polytechnique, ENSAE, Sorbonne and Science Po, an MBA at HEC Paris, and a Ph.D at Paris Dauphine University & ESSEC business school. Ludovic Goudenège is Researcher in the CNRS (First class) since 2010, the French national research institute, and professor at Ecole CentraleSupélec, and was a consultant in insurance at AXA - Group Risk Management. He is a specialist in stochastic partial differential equations, particularly in the presence of strong or singular nonlinearities, for which he develops theoretical results on the convergence and numerical analysis of numerical schemes.
He also works with the Inria MathRisk team for the development of numerical methods for finance and insurance. It develops statistical learning methods (machine learning) for solving EDPs in large dimensions, non-linear, dynamic programming, optimal downtime, etc. He holds a Ph.D. in Applied Mathematics at ENS Cachan (Stochastic partial differential equations - Numerical simulations - Finite elements methods), a master in Probability at University of Pierre & Marie Curie, a master in Mathematical Analysis at Université de Rennes, and a 5th national rank at the Aggregation of Mathematics. He is now member of the mathematical federation of the Ecole CentraleSupélec. His research interests are in the theory of stochastic and deterministic partial differential equation, the associated numerical methods and their application in finance and insurance. Xiaolu Tan is Associate Professor at The Chinese University of Hong Kong since 2019.
He is a member of the Editorial Board at "Numerical Algebra, Control and Optimization", "Stochastic Processes and Their Applications", "Journal of Optimization Theory and Applications". Before he was Assistant Professor at Paris-Dauphine University over 2013-2019. He was a consultant in insurance at AXA Group Risk Management over 2011-2017. He holds a master and a Ph. D in applied probability at Ecole Polytechnique. His research interests transalated into more than 30 academic publications are in Stochastic Analysis, Stochastic Optimal Control, Numerical Simulation of SDEs, Numerical Method for Nonlinear PDEs, Numerical Method for Optimal Control Problem, and their application in finance and insurance. Saad Mouti is an Assistant Professor at UCSB PSTAT Department, after a postdoctoral fellow at the Consortium of Data Analytics in Risk, part of the Economics and Statistics Department at the University of California Berkeley. He completed his Ph.
D. in Financial and Actuarial Mathematics at Pierre and Marie Curie University (Paris 6, France) in 2017. Prior to that, he obtained a financial engineering diploma from the National School of Applied Mathematics and Computer Science of Grenoble in 2010 and an M.Sc. in Statistical Processing of Information from Paris-Dauphine University in 2011. Saad''s thesis was financed by AXA to address different financial risks for the life insurance industry and englobed the pricing and hedging of life insurance products and policyholders'' rational behaviour, rough volatility modelling, and optimal strategies for buying a book of options under market impact constraints. His research interests are theoretical, applied and engineering approaches for applying data science to risk measurement and management problems. His current subjects are Environmental, Social and Governance Investing, asset pricing theory, volatility modelling, and causal inference applications for health science.
Mounir Bellmane is a Consultant Manager at Towers Watson since 2020, providing advice on - Assets and Liabilities modelling, M&A, Optimization of ALM models, Model points reduction techniques for stochastic models. Before he was a Life & Savings specialist at AXA over 2014-2020, during which he managed projects in the following areas: Implementation and monitoring of profitability models, Optimization of runtime calculation, Implementation of Solvency 2 ALM metrics, Capital, Risk Management, Product design, Monitoring and calibration of Life risks, Design and implementation of dynamic customer behaviour functions. He holds a Master in Actuarial sciences at ISFA, a master in applied mathematics at Paris-Dauphine University, an MBA at ESCP Business School.