David Ardia
Associate Professor In Quantitative Methods For Finance
Montreal, Quebec, Canada
Summary
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Senior🎓
Top SchoolDavid Ardia is a Montreal-based associate professor of quantitative methods for finance at HEC Montréal, combining 15 years of academic and industry experience to advance AI and machine learning in finance. He currently leads the PhD program in Financial Engineering and teaches machine learning and statistical methods in quantitative finance, earning the Faculty Teaching Award in 2022. Earlier in his career, he built risk platforms and hedge-fund analytics at Aeris Capital AG, delivering practical tools used across teams for risk monitoring and portfolio analysis. His research collaborations, including work with Attilio Meucci, illustrate his knack for translating advanced econometrics into actionable financial insights, while his IVADO professorship and Sentometrics advisory reflect leadership at the intersection of academia and industry. Trained at ETH Zurich (M.A.S. in Finance, Financial Mathematics) and holding a PhD in Financial Econometrics & Computational Statistics, he brings a rigorous, data-driven approach to risk, pricing, and model development, and has taught internationally as a visiting professor in Europe.
15 years of coding experience
10 years of employment as a software developer
highest honors, highest honors at Université de Fribourg/Universität Freiburg
English, French, German, Italian
Github Skills (41)
missing-data10
alpha10
corona10
r-package10
tidymodels10
linear-models10
stochastic-processes10
differential-evolution10
evolutionary-algorithm10
text-mining10
prediction10
ggplot210
r9
journal9
economics9
Programming languages (5)
Github contributions (5)
ArdiaD/bayesGARCH
May 2016 - May 2021
Contributions:1 release, 40 commits, 40 pushes in 5 years
ArdiaD/RiskPortfolios
May 2016 - May 2021
Functions for the construction of risk-based portfolios
Contributions:1 release, 73 commits, 3 PRs in 5 years
financeriskportfoliosrisk-management
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