I am mathematician and economist, specialized in quantitative finance and chaos theory. With more than fifteen years experience in the banking industry (risk management, option models, trading strategies) and thirty years research in pure and applied mathematics, I have developed highly ...more

I am mathematician and economist, specialized in quantitative finance and chaos theory. With more than fifteen years experience in the banking industry (risk management, option models, trading strategies) and thirty years research in pure and applied mathematics, I have developed highly sophisticated quantitative solutions and statistical analysis. A former fellow of Ecole Normale Supérieure in Paris, I earned my Ph.D. in 1982 in Hamiltonian dynamics and became strongly involved in Finance in 1993. Currently affiliated with University of Paris 1-Sorbonne Economic Center (CES) and the French National Center for Scientific Research (CNRS), I held the Frey chair professor of quantitative finance at Stony brook university. I have lead and organized numerous academic, as well as practitioner conferences around the world, including the New York University seminar of Mathematical Finance and Paris Europlace conferences. My most recent research topics are Hedge Funds risks, for which I have developed especially suited powerful nonlinear statistical models ("polymodel" theory), and systemic risk. I am one of the founders and the research director of Riskdata, a market-leading provider of risk management tools for investors, asset managers, hedge funds, fund of funds, and pension funds. I have been appointed as academic director of a French “Laboratory of Excellence” devoted to financial regulation (LabEx ReFi). I am also a member of the Praxis Club, a New York based think tank advising the French government on its economic policy and other related topics and on the “risk committee” of Finance Innovation, a French official entity supporting innovation in financial software.less