David Ardia

Assistant professor of finance


David Ardia is assistant professor of finance and head of the Master of Science in Finance (MScF) at the University of Neuchâtel, Switzerland, and visiting professor of finance at Laval University, Québec City, Canada.

Dave spent 4+ years in the financial industry. He was senior analyst at aeris CAPITAL AG and head of research at Tolomeo Capital AG, two Swiss-based asset managers. In 2008, he received the Chorafas prize for his book “Financial Risk Management with Bayesian Estimation of GARCH Models” published by Springer.

He is the author of several scientific articles and statistical packages. He holds an MSc in applied mathematics, a MAS in finance and a PhD in Bayesian econometrics.


  • Quantitative risk management
  • Quantitative asset allocation
  • Volatility modelling
  • Financial econometrics


  • Fixed Income
  • Derivatives