Education
1994 : DEUG GEA (economics and management), Université Paris Dauphine – PSL. `
1997 : Master degree in Economics and Finance - Magistère Banque Finance Assurance, Université Paris Dauphine – PSL.
1998 : Master degree in Applied Mathematics - DEA MASE, Université Paris Dauphine – PSL.
2000 : PhD in Applied Mathematics, Université Paris Dauphine – PSL.
Positions
2001-2007 : Maître de conférence in Applied Mathematics, Laboratoire de Probabilité et Modèles Aléatoires, Université Pierre et Marie Curie (now LPSM - Sorbonne University).
2007- today : Professeur des Universités in Applied Mathematics, CEREMADE, Université Paris Dauphine – PSL.
2010-2015 : Temporary secondment at ENSAE-ParisTech.
Main academic responsibilities
Training programs
2006-2007 : Creation and coordination of the Msc IFMA program specializing in financial mathematics, Université Pierre et Marie Curie.
2007-2016 : Coordinator or co-cordinator of the Msc program MASEF specialized in financial mathematics, Université Paris Dauphine – PSL.
2009-2015 : Coordinator of the Quantitative Finance program at ENSAE-ParisTech.
2013- 2024 : Co-coordinator of the Executive Master in Quantitative Finance (formerly DIFIQ), Université Paris Dauphine – PSL.
2019-2022 : Creation and academic coordination of the COFUND program AI4TheSciences, Université PSL.
2019- 2024 : Creation and effective co-coordination of the DATA program, Université PSL.
2022- 2024 : Co-redactor and co-coordinator of the CMA-AI program of Université PSL.
Research
Associate editor of Finance & Stochastics (Springer, 2006-2024), Mathematical Finance (Wiley, since 2017), SIAM Journal on Financial Mathematics (SIAM, since 2022), JOTA (Springer, 2016-2023).
Editorial board member of the Springer Finance Book Series (2019-2024).
Member of the Bachelier Finance Society meeting committee (2013-2024).
Co-organization of several international conferences, conference cycles and summer schools.
Institutional involvement
Member of the Council for Studies and University Life - CEVU - of Université Paris Dauphine – PSL, 2007-2009 and 2015-2016.
CNU member, 2014-2019.
Vice President of the Scientific Council of Université Paris Dauphine – PSL, and Comex member in charge of research, 2016-2024.
President of Université Paris Dauphine – PSL, since 2024.
Former or current member of the Board of Directors, General Meeting or Steering Committee of: Fédération Sciences Mathématiques de Paris, Institut Louis Bachelier, Institut 3IA PR[AI]RIE, DATA program of PSL, Equipex Lifeobs, Labex ECODEC, Dauphine Numérique, Dauphine Eclairages, Fondation Dauphine, etc.