Organising Committee

Jean-Philippe Bouchaud (Capital Fund Management)

Jean-Philippe Bouchaud is Chairman and Chief Scientist at CFM, Co-Director of the CFM-Imperial Institute of Quantitative Finance and Professor at Ecole Polytechnique and member of the French Academy of Science.

Jean-Philippe was born in France in 1962. After studying at the French Lycée of London, he graduated from the Ecole Normale Supérieure in Paris, where he also obtained his PhD in physics. He was then appointed by the CNRS until 1992. After a year spent in the Cavendish Laboratory (Cambridge), he joined the Service de Physique de l’Etat Condensé (CEA-Saclay), where he worked on the dynamics of glassy systems and on granular media. He became interested in economics and theoretical finance in 1991.

His work in finance includes extreme risk models, agent based simulations, market microstructure and price formation. In 1994, he founded the company Science & Finance, which later merged with Capital Fund Management (CFM) in 2000. He was awarded the IBM young scientist prize in 1990 and the CNRS Silver Medal in 1996. He has published over 250 scientific papers and several books in physics and in finance.

Rama Cont (CNRS & Imperial College London)

Rama CONT is Professor of Mathematics at Imperial College London, Director of the CFM-Imperial Institute of Quantitative Finance and CNRS Senior Research Scientist at Laboratoire de Probabilites, Statistiques & Modelisation (Sorbonne Universite) and a Fellow of the Society for Industrial and Applied Mathematics (SIAM). His research focuses on stochastic analysis, stochastic processes and mathematical modelling in finance. Prof. Cont received the Louis Bachelier Prize by the French Academy of Sciences in 2010 and the Royal Society Award for Excellence in Interdisciplinary Research in 2017 for his research on systemic risk modelling.

Eric Lebigot (Capital Fund Management)

Eric Lebigot is Senior Science Advisor at Capital Fund Management (CFM), where he contributes to the development of data science and machine learning. He also advises IviZone, a startup that he helped found, as their Lead Data Scientist.

He was formerly working for the AXA Group, a large insurer, as their Global Chief Data Scientist. Prior to this, he worked as a researcher in quantum mechanics and relativity, at the CNRS (with more than 150 publications and the sharing of the 2016 Breakthrough Prize), after joining the Ecole Normale Supérieure. He is also the author of two open-source projects.

Charles-Albert Lehalle (Capital Fund Management)

Charles-Albert Lehalle is Senior Research Advisor at Capital Fund Management (CFM) and a member of the CFM-Imperial Institute of Quantitative Finance. He was formerly Global Head of Quantitative Research at Crédit Agricole Cheuvreux, and Head of Quantitative Research on Market Microstructure in the Equity Brokerage and Derivative Department of Crédit Agricole Corporate Investment Bank.

He holds a Ph.D. in applied mathematics and has published many academic papers about the use of stochastic control and stochastic algorithms for optimizing trading flows. He has also authored papers on post-trade analysis, market impact estimation and modelling the dynamics of limit order books. He is co-author of “Market Microstructure in Practice” and has provided research and expertise on this topic to investors, intermediaries and policy-makers such as the European Commission, the French Senate and the UK Foresight Committee. He belongs to the ESMA Consultative Workgroup on Financial Innovation and Scientific Committee of the French market regulator (AMF).