After years of working/counselling/negotiating on technical/maths aspects of Risk modelling within Basel II regulations scope, and presence in international regulators and banking circuits (E.U and G10) as member of France Banking Commission (now ACPR), I am since 2007 full-time teacher and researcher in financial quantitative modelling. My Financial engineering department & Lab, at ECE Paris Graduate School, has a total of 200 M.Sc candidates in the 2 post-B.Sc years, contributing around 5 papers yearly to international conferences. My Quantitative Computational finance curriculum in Vietnam National University in Hochiminh City has 20-30 graduate students. I had been formerly Head of the AI Lab at the Banque de France (producer of "Geode" expert systems), Director of MIS at Credit National, neural networks trainer, Trader and Head of R&D at Natexis Banque Capital Markets, Director at GRMS at PwC. I taught 4 years Operations Research at Ecole Centrale and 4 years of Economic policies at Sciences Po Paris. Experienced in Front-office R&D, Intraday currency algorithmic (neural networks) Trading, Middle Office, Derivative portfolios reviews; Bank supervision and Regulation, Exotic assets pricing, Basel and EU directive on Capital. Operational, Credit, Liquidity Risk models. Macroeconomic short-to-medium term rate and volatility linkage with dynamic stochastic models. Shadow banking sector funding stochastic models. Agent-Based simulation of speculative situation, e.g. real estate, stocks or cryptocurrencies.My list of publications in the attached CV