Team leader
Agnès Sulem, Research scientist (DRCE), INRIA
Assistant
Martial Le Henaff, INRIA Paris
Permanent members
Aurélien Alfonsi, Research scientist, CERMICS, Professor Ecole des Ponts ParisTech
Vlad Bally, Professor, Universite Gustave Eiffel
Benjamin Jourdain, Research scientist, CERMICS, Professor Ecole des Ponts ParisTech
Julien Guyon, Research scientist, CERMICS, Professor Ecole des Ponts ParisTech
Damien Lamberton, Professor, Universite Gustave Eiffel
Bernard Lapeyre (retired December 2022)
External collaborators
Ludovic Goudenege, CR, CNRS, Fédération de Mathématiques de Centrale Supélec
Ahmed Kebaier, Professor, University Evry
Jérôme Lelong, Professor, Grenoble, INP – UGA
Antonino Zanette, Professor, University of Udine, Italy
Post-doctoral fellows
Guillaume Szulda, ENPC (2022 – )
Guido Gazzani, ENPC (2023 – )
Ph.D. students
Faten Ben Said (CIFRE EDF/ENPC), (2023 – ) Supervisor: A. Alfonsi
Elise Devey (INRIA)(2023 -) Supervisor: A. Sulem
Kexin Shao (INRIA) (2021-) Supervisor: A. Sulem and B. Jourdain
Herve Andrès (Cifre ENPC/Milliman) (2021 – ) Supervisor: B. Jourdain
Edoardo Lombardo, ENPC (2020 -) Supervisor: A. Alfonsi
Visiting Scientists
Hamed Amini, from April 2024 until July 2024, Associate Professor, Université of Florida
Internship
Augustin Chenevois, from 27th May to 26th July, Institut Polytechnique de Grenoble (ENSIMAG)
Ali Aldirani, from 03th June to 08 th August, ENSTA Paris
Mariam Maatoug from 01th March to 31th July, Ecole Polytechnique de Tunis
Alumni
Ph.D. students
Yifeng Qui (June 23th 2023, UGE, supervisor V. Bally, next affiliation: Assistant Prof University of Guangzhou Railway Polytechnic),
Zhongyan Cao (September 22nd 2023, supervisor A. Sulem, na Postdoc NYU Shangaï
Roberta Flenghi (December 20th 2023, ENPC, supervisor: B. Jourdain, na Zeliade Systems)
Nerea Vadillo (January 11th 2024, supervisor A. Alfonsi, na engineer at Axa Climate)
Hachem Madmoun, PhD thesis defended at Ecole des Ponts, 30 November 2022, Currently: quantitative analyst at Braham Gardens Compagny
Sophian Mehalla, PhD thesis defended at Ecole des Ponts, October 2021, Currently: Consultant R&D Milliman (Insurance company)
Ezechiel Kahn (July 5th 2021), ENPC, Supervisor B. Jourdain, na : Ministère de l’économie, et des finances, Paris
Adel Cherchali, PhD thesis defended at Ecole des Ponts, January 2021, Currently Consultant R&D Milliman, Paris
Raphael Coyaud, PhD thesis defended at Ecole des Ponts, January 2021, Currently Quant Qube (Hedge fund), Paris
Adrien Touboul, PhD thesis defended at Ecole des Ponts, July 2021,
Currently Machine Learning Engineer, Gense Technologies Limited, Hong Kong
WilliamMargheriti(chair”Financialrisks”/ENPC),PhDthesisdefendedatEcoledesPonts, December 2020, Currently Quantitative analyst at BNP Paribas, Londres.
Oumaima Bencheikh (University Mohammed VI Polytechnique), PhD thesis defended at Ecole des Ponts, October 2020, Currently Quantitative analyst at Goldman Sachs, Paris
Rui Chen, PhD student INRIA, defended Univ Paris- Dauphine, July 2019, Currently Quantitative analyst at Citigroup, London.
Alexandre Zhou (AMX grant), PhD thesis defended at Ecole des Ponts, October 2018, Currently Quant at QUBE Research and Technology, Hong Kong, since January 2019
Giulia Terenzi, PhD thesis defended at Université Paris-Est Marne la Valle ́e, December 2018, Currently Data scientist at Enel Group (Italian electricity compagny)
Marouen Iben Taarit, PhD thesis defended at Ecole des Ponts in 2018, Currently Quantitative analyst at Natixis, Paris.
Alvin Tse, Post-doc November 2019-2021, Currently Quantitative analyst, Crypto portfolio manager at Aqumon, Hong-Kong.
Post-doctoral fellows
J.Corbetta, Quantitative engineer, Zaliade Systems, Paris
A.Lionnet, Junior Research Fellow, ENS, Cachan
H.Nguyen, Assistant Professeur, Université de Montpellier
Alvin Tse, Quantitative analyst, Crypto portfolio manager at Aqumon, Hong-Kong
Visiting Scientists
2021
Hamed Amini, Georgia State University
2020
Soeren Wolfers, King Abdullah University of Science and Technology
Beatriz Salvador Mancho, Université de La Corogne
2019
Justin Kirkby, Georgia Institute of Technology
Oleg Kudryavtsev, Russian customs academy
Xiao Wei, Beijing University
Alvaro Leitao Rodriguez, Barcelona Graduate School of Mathematics
Jiequn Han, Princeton University
Luciano Campi, London School of Economics and Political Science (LSE)
Internship
Interns 2021
Youssef Ben Slimane, ENSTA Paris
Charles Meynard, ENSTA Paris
Jemal Mourad, ENSTA Paris
Interns 2020
Zhongyuan Cao, Avril à Juillet 2020
Claire Zeng, Avril à juillet 2020
Melek Chabanne, Mai à Août 2020
Interns 2019
Baba Abdel Hamid, Inria, Mai à Août 2019
Asma Sassi, Inria, Mai à Août 2019
