Mathieu Fournier

Mathieu Fournier is a Senior Lecturer in the School of Banking and Finance at the UNSW Business School. His research focuses on cross-sectional asset pricing, financial econometrics, and risk modelling across equity, credit derivatives, and corporate debt markets. Prior to his current role, he held an academic position at HEC Montréal and worked as a Director at KPMG Canada. He is a Research Fellow at the Canadian Derivative Institute.

Research interests include:

• Risk premia estimation in derivatives markets
• Dynamic factor models in option pricing
• Cross-sectional analysis of equity and credit risks

Key publications (2018-2024) explore option-based risk measurement, conditional factor models, and market microstructure dynamics. His work appears in top journals like Journal of Finance and Review of Financial Studies.

Awards:

• Research Fellow, Canadian Derivative Institute

Professional experience includes academic roles at HEC Montréal and industry experience in audit/consulting with KPMG Canada.