
Rim Chérif
- Position: Assistant Professor, Finance
- Department: Heikal Department of Management
Rim Chérif is an assistant professor at The American University in Cairo's (AUC) Onsi Sawiris School of Business. She received her PhD in financial engineering from HEC Montréal in 2017 under the supervision of Hatem Ben Ameur and Bruno Rémillard. Her dissertation focused on pricing complex financial derivative securities under Lévy processes.
Before joining AUC, Chérif taught in the decision science department at HEC Montréal until 2021. During her five years there, she strengthened her expertise and expanded her network in financial engineering and business analytics. She also launched and coordinated the business analytics certificate program and participated in research projects funded by the Natural Sciences and Engineering Research Council of Canada (NSERC) and the Fonds de recherche du Québec—Nature et Technologies (FQRNT). These projects focused on developing quantitative methods for financial applications.
Her research interests include asset pricing, credit risk and model estimation. She has published in leading peer-reviewed journals such as the Journal of Quantitative Finance. Her professional experience also includes consultation projects in collaboration with the industry, as well as teaching mathematical finance and business analytics courses. She has supervised both undergraduate and graduate student projects.
Outside academia, Chérif enjoys traveling, painting and humanitarian work. She has led several initiatives to support children without family support.
- Stochastic calculus
- Statistics
- Mathematical modeling
- Financial engineering
- Pricing
- Risk management
- Credit risk
- Earlier research interests included data science applications in business