François Longin

François Longin is a Professor of Finance at ESSEC Business School, France, where he has held academic roles since 1994, including Head of the Finance Department (2019–2025). He earned his PhD in Finance from HEC Paris (1993) and a DEA in Probability from Paris VI University. His research focuses on extreme events in finance, risk management, and applications of extreme value theory, with notable contributions to Value at Risk (VaR) methodologies, market volatility analysis, and operational risk assessment. He has been recognized with the Chicago Board of Trade Award (1996) and a Labex grant (2015).

Prof. Longin’s professional roles include Director of Research and Innovation at HSBC Continental Europe (1999–2003) and consultancy for financial institutions. He co-founded the FinLink professional network and leads the SimTrade trading simulation project. He has authored over 60 publications in top journals like the Journal of Finance and Review of Financial Studies, and edited major works such as Extreme Events in Finance: Handbook of Extreme Value Theory (2016).

His research bridges academia and practice, addressing critical issues like financial regulation impact, portfolio management during crises, and gender dynamics in finance. He has held editorial roles at journals including Journal of Banking and Finance and serves on multiple academic and industry committees.