Professor Jeroen VK Rombouts joined ESSEC Business School in January 2013. He combines rich data sets with analytics tools in a variety of contexts. His research outcomes are published in international peer reviewed journals. He teaches courses from Basic Statistics, Big data Strategy/Analytics to Advanced Econometrics in Master of Science, PhD and Executive programs. He has been Visiting Scholar at several universities such as University of Pittsburg, Tilburg University, Erasmus University Rotterdam, Aarhus University, KULeuven, and CORE as a research associate among others. He is an expert consultant in business analytics, finance and forecasting. Prior to joining ESSEC Business School, Jeroen was Associate Professor at HEC Montreal (2004-2012).

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Email: rombouts@essec.edu

Mobile phone: +33 6 18 70 51 54

Mailing address: ESSEC Business School, 3 Avenue Bernard Hirsch, CS 50105 Cergy, 95021 Cergy-Pontoise Cedex, France


Professor Rombouts research interests focus on financial econometrics, forecasting, time series, nonparametric statistics and Bayesian inference with applications in the field of finance and macro-economics. He serves on the editorial board of Journal of Business and Economics Statistics, International Journal of Forecasting, and Computational Statistics and Data Analysis.

He has published in various international journals such as Journal of EconometricsJournal of Business and Economics Statistics, Journal of Applied EconometricsEconometric TheoryEconometrics JournalJournal of Multivariate AnalysisComputational Statistics and Data Analysis, Quantitative FinanceJournal of Banking and Finance, among others.

He organizes invited sessions for the International Conference on Computational and Financial Econometrics (CFE) and the International Symposium on Forecasting (ISF). Thanks to a major individual European Marie Curie Grant, he organizes workshops and conferences at ESSEC in the field of big data analytics, econometrics and finance.

  • Financial econometrics
  • Quantitative risk management
  • Option pricing
  • Forecasting
  • Statistics
  • Time series analysis
  • Bayesian inference


At ESSEC Business School, Jeroen teaches currently Big data analytics, Business statistics, Statistics for finance, Introduction to econometrics, Financial Econometrics at the MSc level, and an Econometrics course at the PhD level. At the executive level, he teaches courses related to Big Data and forecasting. Outside ESSEC, he also has been teaching Micro-economics, Theory of capital markets, Time series analysis and Bayesian econometrics.

Academic Positions

  • present2014

    Full Professor

    ESSEC Business School, Paris - Singapore

  • present2014

    Researcher at the Finance and Insurance Lab


  • 20142013

    Associate Professor

    ESSEC Business School

  • 20122004

    Assistant and Associate Professor

    HEC Montreal


  • PhD 2004

    PhD in Econometrics

    CORE, Catholic University of Louvain

  • MSc 2001

    Master of Science in Statistics

    Institute of Statistics, Catholic University of Louvain

  • MSc 2000

    Master of Science in Econometrics

    CORE, Catholic University of Louvain

  • MSc 1999

    Master of Science in Economics

    Katholieke Universiteit Leuven