Current Postdoc
Othmane MAZHAR (2023-2025)
Mattia MARTINI (2025-2027)
Yadh Hafsi (2025-2027)
Current PhD students
Alexandre ALOUADI (Thèse CIFRE, BNPP, co-supervised with S. COSTE), since nov. 2024: Generative modeling for financial time series
Yun-Ithry GAMRANI (Biggie Group, co-supervised with R. AID), since nov. 2024: Stochastic modeling of mix and programmatic marketing
Maxime LATYPOV (co-supervised with G. GUO), since oct. 2024: Mean-field game with minimal time and applications
Samy MEKKAOUI (co-supervised with I. KHARROUBI), since dec. 2024: Modeling and control of complex systems with heterogeneous interactions
Davide ZANNI (co-supervised with S. De MARCO), since oct. 2024: Generative modeling for jump-diffusion processes
Current Visiting PhD Students
Kaixin Yan (Xiamen University): nov 2024- june 2026
Mathieu Meunier (Oxford University): sep 2025-jan. 2026
Former Postdoc
Currently, Professor, University Versailles St-Quentin-en-Yvelines
Currently, Associate Professor, ENSIEE Evry
Currently, Full Professor, Universita di Bologna
Currently, Full Professor, Universita degli Studi di Milano
Currently, Quant at JP Morgan
Currently, Equity derivatives trader at Samsung securities
Former PhD students
Fabrice BAUDOIN (2002) (co-supervised with M. YOR) : Conditioning of Brownian functionals and applications to anticipation modeling in financial markets.
Currently, Full Professor, Aarhus University.
Mohamed MNIF (2003) (co-supervised with A. SULEM) : Some applications of stochastic control to finance and insurance.
Currently, Professor, ENIT, Tunis.
Guillaume LASSERRE (2003) : Equilibrium models with asymmetric information.
Currently, Deputy CIO at La Banque Postale Asset Management
Afef SELLAMI (2005) (co-supervised with G. PAGES) : Optimal quantization methods in filtering and applications to finance.
Currently, Senior risk manager at JP Morgan.
Vathana LY VATH (2006) : Applications of stochastic control to real options and liquidity risk models.
Currently, Professor at ENSIEE, Evry.
Marco CORSI (2007) (co-supervised with W. RUNGGALDIER) : Valuation and portfolio optimisation in jump-diffusion models : theoretical and numerical aspects
Currently, MAnaging Director BlackRock
Benjamin BRUDER (2008) (Thèse CIFRE, SGAM) : Stochastic control and applications to option hedging under illiquidity : theoretical and numerical aspects
Currently, Senior OCIO Advisor Amundi
Jean-François CHASSAGNEUX (2008) (co-supervised with B. BOUCHARD): Processus réfléchis en finance et probabilités numériques
Currently, Professor, ENSAE
Idris KHARROUBI (2009): EDS rétrogrades et contrôle stochastique séquentiel en temps continu en finance
Currently, Professor at Sorbonne University (P6)
Marie BERNHART (2011) (Thèse CIFRE, EDF, co-supervised with P. TANKOV): Modélisation et méthodes d'évaluation de contrats gaziers
Currently, Head of Power Markets Forecast, TotalEnergies
Paul GASSIAT (2011): Modélisation du risque de liquidité et méthodes de quantification appliqués au contrôle stochastique séquentiel
Currently, Professor at Gustave Eiffel
Fabien GUILBAUD (2013): Optimal control in limit order books
Currently CEO at Core Trading Technology Advisors
Nicolas LANGRENE (2014) (co-supervised with L. CAMPI): Méthodes numériques probabilistes en grande dimension pour le contrôle stochastique et problèmes de valorisation sur les marchés de l'électricité
Currently Associate Professor, Beijing Normal University-Hong Kong Baptist University
Pietro FODRA (2015): Modélisation de la microstructure des prix et applications du contrôle stochastique au trading algorithmique
Currently, Data Scientist at CDiscount
Sébastien CHOUKROUN (2015): Backward SDEs, stochastic control and applications in mathematical finance
Currently, Manager Blockchain at Nomadic Labs
Pierre GRUET (2015) (co-supervised with M. HOFFMANN): Quelques problèmes d’estimation et de contrôle optimal pour les processus stochastiques dans un cadre de modélisation des prix des marchés de l’électricité
Currently, Senior Research engineer at EDF R&D
Amine ISMAIL (2017) (Thèse CIFRE, NATIXIS): Robust modeling of volatility and application to derivatives pricing and portfolio optimization
Currently, QIS Structurer at NATIXIS.
Xiaoli WEI (2018): Control of McKean-Vlasov systems and applications
Associate Professor, Institute for Advanced Study in Mathematics (IASM) of Harbin Institute of Technology.
Man NGO (2019), JVN Institute Ho-Chi-Minh City: Some contributions in portfolio optimization and risk management
Researcher at JVN, and AI lead Jobhop Asia
Côme HURE (2019) (co-supervised with F. ABERGEL): Numerical methods and deep learning for stochastic control problems and partial differential equations
Currently Quant at JP Morgan.
Johann NICOLLE (2020) (Thèse CIFRE, OSSIAM, co-supervised with C. FRANCO): Some contributions of Bayesian and computational learning methods to portfolio selection problems
Currently Quant at OSSIAM
Enzo MILLER (2021) (co-supervised with R. AID): Non Markovian linear-quadratic stochastic control: Volterra equations, rough volatility and delayed systems.
Currently Quantitative researcher at Qube RT
Médéric MOTTE (2021): Mathematical models for large populations, behavorial economics, and targeted advertising
Research Scientist at Amazon (California)
Maximilien GERMAIN (2022) (Thèse CIFRE, EDF, co-supervised with X. WARIN): Machine learning for stochastic control and PDEs in high dimension
Currently Quantitative researcher at Morgan Stanley (Paris)
William LEFEBVRE (2022) (Thèse CIFRE, BNP-PAR, co-supervised with G. LOEPER): Stochastic control methods applied to portfolio construction, control with delay and PDE
Currently Quantitative researcher at Tower Research (Paris)
Xuanye SONG (2024) (co-supervised with N. FRIKHA): Mean-field reinforcement mearning in continuous time: theoretical and numerical aspects, and applications.
Currently PostDoctoral Fellow, Nanyang Technological University
Nathan DE CARVALHO (2025) (Thèse CIFRE, ENGIE, co-supervised with E. ABI JABER and L. TUR): Lifting energy markets: from volatility modeling to optimal trading
Currently CTO Summer intern at Bloomberg, New York.
Mohamed HAMDOUCHE (2025) (Thèse CIFRE, Natixis/Qube RT, co-supervised with P. HENRY-LABORDERE): Machine learning and generative modeling for stochastic control ptroblems
Currently Quantitative researcher at Qube RT, Paris
Anna DE CRESCENZO (2025): Heterogeneous mean-field systems
Currently Post-doc at ETH Zurich