I obtained a Bachelor degree in actuarial science from Université Laval in 1994, and then obtained a Master in Mathematics from Université de Montréal in 1996, and a PhD in Computer Science also from Université de Montréal, in 2000, under the supervision of Pierre L'Ecuyer. I was a faculty member at the University of Calgary from 2000 to 2006, and have been in Waterloo since July 2006. I served as interim chair of the Department of Statistics and Actuarial Science from July 2012 to July 2014, and as Associate Dean of Graduate Studies for the Faculty of Mathematics from July 2017 to July 2019. I have been an Associate of the Society of Actuaries since November 1993.
Here is my most recent cv (from November 2020).
My main research area is quasi-Monte Carlo methods, which can be seen as a deterministic version of the Monte Carlo method for multidimensional integration. Over the years I have worked on different constructions for low-discrepancy sequences, such as lattices, and on methods to improve well-known constructions such as the Sobol' sequence, Faure sequence and Halton sequence. I have always been interested in questions having to do with how we can apply these methods in practice to different types of problems, and for this reason I have mostly worked with randomized quasi-Monte Carlo methods. More recently, I have been working on connections between randomized quasi-Monte Carlo methods and dependence concepts, and on ways of using quasi-Monte Carlo methods to sample from copulas.