23 to 27 Of June

UM6P, Africa Business School, Rabat, Morocco

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INTERNATIONAL SUMMER SCHOOL

QUANTITATIVE FINANCE & RISK MANAGEMENT – IN THE ERA OF ECOLOGICAL & DIGITAL TRANSITIONS

The International Summer School in Quantitative Finance & Risk Management explores key topics like Green Finance, AI, & cyber risks, offering an immersive learning experience with experts to navigate ecological & digital transitions.

This Summer School provides an in-depth exploration of advanced topics in quantitative finance, risk management, and insurance, focusing on the challenges and opportunities posed by ecological and digital transitions. The program integrates cutting-edge research in Green Finance, cyber risks, longevity risk, artificial intelligence, and data science. It also delves into mean-field game theory for modeling financial markets and optimizing portfolios and applied economic frameworks like control theory and principal-agent models for governance and incentives.

 

In addition to life insurance, the program covers key topics in non-life insurance, such as property and casualty (P&C) insurance modelling, catastrophe risk, and loss reserving.
These discussions ensure a balanced perspective across the insurance sector, offering participants a holistic understanding of life and non-life challenges in the modern era.

TARGETED AUDIENCE

This Summer School is tailored for participants with a solid foundation in mathematics or applied mathematics, ensuring they can fully engage with the program’s advanced quantitative content. The targeted audience includes: 

Post-Doctoral Researchers

Professionals looking to deepen their expertise, collaborate with leading experts, and explore innovative research directions in mathematics-driven finance and risk management areas.

PhD Students

Those seeking advanced knowledge & exposure to cutting-edge research topics in quantitative finance, risk management, & related economics and applied mathematics fields.

Early-Career Academic Researchers

Young researchers and lecturers with a strong mathematical background aiming to expand their knowledge, build professional networks, & contribute to advancing research in quantitative finance, risk modeling, & applied economic analysis.

SPEAKERS

The program features a distinguished group of academics and industry professionals, including experts in finance, risk management, life insurance, and non-life insurance, ensuring a comprehensive learning experience. 

Anas ABDALLAH

Anas ABDALLAH

PROF OF APPLIED MATHEMATICS

Rene AID

Rene AID

PROF OF ECONOMICS

Amine ABOUSSALAH

Amine ABOUSSALAH

ASSISTANT PROFESSOR

Mohamed AMRANI

Mohamed AMRANI

PROF OF FINANCE

Nicole EL KAROUI

Nicole EL KAROUI

PROF OF APPLIED MATHEMATICS

Alex FRINO

Alex FRINO

PROF OF ECONOMICS

Olga GORELKINA

Olga GORELKINA

PROF OF ECONOMICS

Matheus GRASSELLI

Matheus GRASSELLI

PROF OF MATHEMATICS

Rida LARAKI

Rida LARAKI

PROF OF APPLIED MATHEMATICS

Noureddine LEHDILI

Noureddine LEHDILI

PROF OF FINANCE

David LOZINSKI

David LOZINSKI

PROF OF FINANCE

Youssef OUKNINE

Youssef OUKNINE

PROF OF APPLIED MATHEMATICS

Ahmed RATNANI

Ahmed RATNANI

PROF OF APPLIED MATHEMATICS

Mathieu ROSENBAUM

Mathieu ROSENBAUM

PROF OF APPLIED MATHEMATICS

Nizar TOUZI

Nizar TOUZI

PROF OF APPLIED MATHEMATICS

Ali LAZRAK

Ali LAZRAK

PROF OF FINANCE

Ali LAZRAK

Noureddine KOUISSAH

PROF OF FINANCE

Ali LAZRAK

Amine BEN AMMAR

PROF OF FINANCE

PROGRAM DETAILS

June 23.24.25

Courses & Case Studies on Key Themes

Green Finance

Gain insights into integrating ESG criteria, quantifying climate risks, constructing sustainable portfolios, and analyzing the impact of ecological transitions on financial markets.

Cyber Risks

Examine the identification, modeling, and mitigation of digital threats to financial and insurance systems and develop strategies for resilience against cyberattacks.

Longevity Risk

Address the challenges associated with aging populations, particularly for life insurance, pensions, and long-term planning.

Non-Life Insurance (Property & Casualty)

Explore catastrophe modeling, loss reserving, and underwriting strategies for P&C insurance, emphasizing tools for managing high-severity, low-frequency events and dependence modeling.

Artificial Intelligence and Machine Learning

Leverage AI and machine learning techniques for time series analysis, risk prediction, and financial strategy optimization in life and non-life insurance.

Data Science for Finance & Insurance

Apply big data analytics, predictive algorithms, and Bayesian methods to optimize decision-making and manage systemic risks in financial and insurance markets.

Mean-Field Game Theory

Analyze collective behaviours in financial systems, systemic risks, and strategy optimization in competitive environments.

June 26.27

Conferences, Roundtables, and Practical Applications

Industry-Focused Applications

Participate in case studies and interactive workshops that bridge theory with real-world scenarios in both finance and insurance (life and non-life).

Panel Discussions & Expert Insights

Engage with international experts to discuss challenges and opportunities in Green Finance, digital security, and the future of insurance (life and P&C) in a transitioning economy.

Applied Economic Models

Investigate governance structures, incentives, and economic contracts using advanced contract theory tools applied to both financial and insurance sectors.

Networking Opportunities

Collaborate with peers, industry professionals, and researchers to foster partnerships, exchange innovative ideas, and explore future research directions.

WHY PARTICIPATE?

A Unique Network

Engage with renowned professors, researchers, and practitioners to build valuable relationships and explore new research opportunities. This collaborative environment fosters innovative ideas and solutions, strengthening your network and advancing your career in finance and economics.


Register Now ↗

Targeted Learning

This Summer School offers the chance to master advanced methodologies in key areas such as quantitative finance, risk management, and both life and non-life insurance. Topics include Green Finance, cyber risks, AI, data science, and mean-field game theory for market modeling and portfolio optimization. The program also addresses economic challenges like governance and incentives within ecological and digital transitions, providing a comprehensive and impactful learning experience led by global experts.

THE VENUE

The conference will be hosted by Mohammed VI Polytechnic University at its Rabat campus. This young and dynamic higher education institute continues to offer a top-tier learning environment. Rabat, the capital city of Morocco, provides a vibrant setting for the event, while still maintaining the university’s high standards of education and innovation.