Current Position I am a Full Professor (Professeur des universités) at Université Paris Cité, affiliated with the LPSM (Laboratoire de Probabilités, Statistique et Modélisation).
Previous Appointments
ENSIIE & LaMME: Associate Professor (Maître de conférences HDR) and permanent researcher at LaMME (CNRS UMR 8071). Head of the International Relations Office at ENSIIE and co-manager of the M1 in Applied Mathematics (Université Paris-Saclay).
CMAP, École Polytechnique: Associate Researcher (Mathematical Finance group).
EPFL: Postdoctoral Researcher, Swissquote Chair in Quantitative Finance.
Carnegie Mellon University: Postdoctoral Associate in Applied Probability and Mathematical Finance.
Education
Ph.D. in Mathematics — Cornell University (Ithaca, NY, USA)
M.S. in Mathematics — Universidad de los Andes (Bogotá, Colombia)
B.S. in Mathematics — Universidad Nacional de Colombia (Bogotá, Colombia)