Vitae
Link to: Curriculum Vitae; Résumé (Updated December 2020)
Education
PhD Economics, University of Toronto, 2017 - 2021
Dissertation Advisors: Martin Burda (supervisor), Xu Tian, Claire Célérier
Master of Arts, Economics, University of Toronto, 2017
Master of Quantitative Finance, University of Waterloo, 2014
Dissertation Advisor: David Saunders
Bachelor of Science, Mathematics and Economics, University of Ottawa, 2012
Employment
Office of the Superintendent of Financial Institutions, Policy Analyst, Regulatory Sector - Bank Capital, 2021 - current
d1g1t, Inc., Financial Engineer, 2021
Economic Research
AURAIA Inc., Consultant (contract), Portfolio Strategy R&D, 2020 - current
Bank of Canada, Research Assistant (part-time), Financial Markets Department, 2020 - current
With Guihai Zhao
University of Toronto, Research Assistant, 2017-2019
Quantitative Financial Analysis
Bank of Montreal, Quantitative Audit Manager, Internal Audit, 2016
PwC, Senior Associate, Financial Risk Management, 2014-2016
Co-op Intern
Morneau-Shepell, Coop Actuarial Analyst, Pension Plan Administration, 2011-2012
Other
Patients' attendant, Pierre-Janet Mental Health Hospital, 2009-2011
Officer-Cadet, Canadian Forces, Royal Military College, 2008-2009
Publications
Burda, M. & Bélisle, L. (2019). Copula multivariate GARCH model with constrained Hamiltonian Monte Carlo. Dependence Modeling, 7(1), pp. 133-149.
Teaching Experience
Guest Instructor– University of Toronto:
GMCA miniMBA and Business Fundamentals, Subject: Economics, February, July 2020
Teaching Assistant – University of Toronto:
ECO2404 - Empirical Applications of Economic Theory, Winter 2021
ECO349 – Money, Banking, and Financial Markets, Summer 2018, 2019, 2020
ECO2503 – Financial Economics (MFE and MA), Fall 2018, Winter 2019, Fall 2020
ECO464/2511 – Empirical Financial Economics, Fall 2017 and Winter 2019
ECO220 – Quantitative Methods in Economics, Yearlong 2016, 17, 18, 19
ECO460 – Financial Risk Management, Fall 2018
ECO462/2411 – Financial Econometrics, Fall 2017 and 2020
Workshop Instructor – University of Waterloo:
Teaching Assistant – University of Waterloo:
MATH115 – Linear Algebra for Engineers, Fall 2012, 2013
Teaching Assistant – University of Ottawa:
MAT1730 – Differential Equations for Life Sciences, Fall 2011
MAT1541 – Linear Algebra for Business, Fall 2010
MAT1722 – Calculus II, Winter 2011
Presentations
American Finance Association, PhD Poster Session - Virtual, January 2021
Canadian Economics Association (CEA) Conference - Toronto, ON, 2020 (cancelled), 2021 (virtual)
Congrès annuel de la Société canadienne de science économique (SCSE) - Ottawa, ON, 2020 (cancelled)
Midwest Econometrics Group - Columbus, OH, 2019
Doctoral Workshop in Applied Econometrics - Toronto, ON, 2019
Financial Economics Seminar - University of Toronto, ON, 2018 - 2020
Awards
Ontario Graduate Scholarship, 2020
Fellowship, PhD, University of Toronto, 2017
Fellowship, Master's Doctoral Stream, University of Toronto, 2016
NSERC Alexander G. Bell Master’s Canada Scholarship, 2013
University of Waterloo President’s Scholarship, 2013
FRQNT Master’s Research Scholarship: Ranked 1st in Financial Mathematics, 2013
Linis Mathematic’s Scholarship for Excellence , University of Ottawa, 2011
Canadian Undergraduate Award, Golden Key International Honour Society , 2011
Computer Skills
R, Matlab, Python, Stata, LaTeX, MS Office (Excel, PowerPoint, Word)
Languages
French (native), English (fluent)