Sebastien Lleo

Sébastien Lleo, Ph.D., is a professor of quantitative finance at NEOMA Business School in France, known for his extensive international expertise in academia and the financial sector. With a research portfolio encompassing investment management, stochastic control, statistical machine learning, behavioral finance, and risk management, Sébastien has made significant contributions through numerous publications and co-authored books. As an accomplished educator, he has successfully taught a diverse range of international audiences, from business students to seasoned professionals and executives. His ability to connect with students from various backgrounds and levels of expertise has been highly valued throughout his career. Alongside his passion for finance, he has a deep personal interest in world history, finding inspiration and intellectual stimulation within the narratives of the past.

Notable achievements include serving as the inaugural Director for NEOMA's Doctoral School, where he spearheaded the development of a groundbreaking Ph.D. in Management and a DBA program. He also led the coordination of the RISKPERFORM project, a venture supported by Région Champagne Ardenne and FEDER. Additionally, he has designed a sophisticated risk analytics system for CMHC Pension Fund, showcasing his practical expertise.

Sébastien's dedication to interdisciplinary learning, along with his academic credentials (Ph.D. in Mathematics, HDR in Social Science and Humanities, and IMBA) and prestigious certifications (CFA Charterholder, Certified Financial Risk Manager, Professional Risk Manager, and CQF alumnus), have established him as a respected academic figure.

Areas of research

• Stochastic control and estimation
• Stochastic machine learning
• Asset management
• Financial markets