Scientific Advisor to the European Commission on Agricultural Commodities.
Member of the Board of the UBS-Bloomberg Commodity Index.
Adviser to Office Cherifien des Phosphates – Morocco.
Adviser to Bunge on land acquisition in Brazil and the US.
Adviser to Wilmar International (Singapore) on M&As related to palm oil and other
Expert witness for the State of California on commodity-related court cases.
Adviser to a Private Equity fund in London on the purchase of physical assets - Aluminium smelters.
Adviser to the Gestore of Mercatto Elettrico, Rome, 2005- 2006. Market design and regulation in the case of a non- storable commodity in an oligopolistic setting.
Scientific Expert for Totsa (Geneva) and Total Gas & Oil, London, 2003- 2005. Financial positioning using physical assets and structured trades in oil and refined products
Adviser to BHP Billiton, The Hague, 2002-2003. Modeling of coal forward curves; option pricing in illiquid markets
Adviser to Axa- Ré, Paris, 2001. Valuation of Insurance of Defaultable debt
Adviser to Louis Dreyfus,Wilton, Ct ,2000-2001. Risk management for Agricultural commodities: the case of coffee and sugar
Adviser to EDF Trading, London,1999- 2000. Value at Risk for mean- reverting commodities. Valuation of swing options on oil and natural gas.
Scientific expert for Southern Energy Company Marketing, Atlanta, 1996 to 1998. Models for electricity spot prices and forward curves
Adviser to Salomon- Smith Barney, Paris, 1994- 1995. Valuation of FX plain vanilla and Asian options and FX risk management for mid- cap companies.
Adviser to EdF Man, London, 1993- 1994. Design of a Technical Analysis strategy.
Adviser to Winterthur Insurance, Switzerland, 1993. Design of Catastrophe Bonds.
Adviser to the Chicago Board of Trade, 1992. Construction of several Catastrophe Options Indexes
Head of Research at Caisse des Depots, Paris - 1988 to 1991. Development of pricing metodology and software for interest- rate derivatives and asset- liability management in banks