Team members 2018

Team Leader

Agnès Sulem – Directeur de Recherche – INRIA-Paris Agnes.Sulem@inria.fr

Assistante

Martine Verneuille – Assistant – INRIA-Paris  — Martine.Verneuille@inria.fr

Permanent researchers

Aurélien Alfonsi – Professeur ENPC – alfonsi@cermics.enpc.fr
Vlad Bally – Professeur UPEMLV – bally@ccr.jussieu.fr
Benjamin Jourdain – Professeur ENPC – jourdain@cermics.enpc.fr
Damien Lamberton – Professeur UPEMLV – damien.lamberton%40u-pem.fr
Bernard Lapeyre -Professeur ENPC– bl@cermics.enpc.fr
Antonino Zanette – Professeur Université Udine (chercheur partenaire) — antonino.zanette@uniud.i

Visiting Scientists

Arturo Kohatsu-Higa – Ritsumeikan university, Japan- mailto:arturokohatsu@gmail.com
Oleg Kudryavtsev – Russian Customs Academy – Rostov on Don
External Collaborators

Jean-Philippe Chancelier– Professeur – ENPCchancelier@cermics.enpc.fr
Ahmed Kebaier – Université Paris 13
Céline Labart – Maître de conférences – Université de Savoie — celine.labart@univ-savoie.fr
Jérôme Lelong – Maître de conférences – ENSIMAG Grenoble — jerome.lelong@imag.fr

PhD students

Anis Al Gerbi, (from November 2013), ENPC/Chair Financial Risks grant , Adviser: B. Jourdain
Pierre Blanc (from November 2012), ENPC/Natixis Grant, Adviser: A. Alfonsi
Roxana Dumitrescu, (from September 2012), PhD Grant from “Fondation Mathématique de Paris”, RDMath Ile de France, Adviser: A. Sulem
Anastassios Kritoglou (from September 2013), Advisers: J. Lelong and S. Labbé
Jyda Mint Moustapha (from November 2010), IFSTTAR, Advisers: D. Daucher and B. Jourdain
Ernesto Palidda (from September 2010), Crédit Agricole, Operation Research group, Adviser: B. Lapeyre
Paolo Pigato, (from September 2012), Padova University grant, Advisers: V. Bally and A. Dai Pra (Padova University)
Victor Rabiet, (from September 2009) Civil Servant Ecole Normale Supérieure de Cachan, Adviser : V. Bally
Clément Rey, (from October 2012), ENPC Grant, Advisers: A.Alfonsi and V. Bally
Julien Reygner, (from September 2011), Civil Servant ENPC, Advisers B. Jourdain and L. Zambotti (Paris 6 university)
Marouan Iben Taarit (from September 2013), Cifre industrial contract Natixis/ENPC, Adviser: B. Lapeyre

Former PhD students

Lokmane Abbas-Turki, Université Paris-Est Marne-la-Vallée, Pôle Finance Innovation CrediNext project, FUI grant,
PhD thesis defended on 21 September 2012. Advisers: D. Lamberton and B. Lapeyre.
Current position: Postdoctoral fellow, Department of Mathematics, TU Berlin

José Infante Acevedo, ENPC, Fondation Axa Grant,
PhD thesis defended on 9 December 2013, Université Paris-Est. Advisers : A.Alfonsi and T. Lelièvre (ENPC).
Current position: Risk Analyst, AXA, Paris.

Abdelkoddousse Ahdida, Université Paris-Est Marne la Vallée, Pôle Finance-Innovation Grant
PhD thesis defended on 1 December 2011. Adviser: A. Alfonsi.
Current position: Quant Researcher, Associate, Citi, London and Interest rates quantitative analyst Société Générale

Ayech Bouselmi, Université Paris-Est Marne la Vallée, MENRT Grant,
PhD thesis defended on 9 December 2013, Université Paris-Est Marne-la-Vallée, Adviser: D. Lamberton.
Current position: ATER (Lecturer) Université Paris-Est Marne la Vallée.

El Hadj Aly Dia, Université Paris-Est Marne la Vallée, MENRT Grant, PhD thesis defended on 1July 2010, Adviser: D. Lamberton.
Current position: Quantitative Analyst, head of R&D MDI (hedge fund)

Stefano De Marco, Université Paris-Est Marne-la-Vallée and Scuola Normale Superiore de Pisa,
PhD thesis defended on 23 November 2010, Advisers: V. Bally and Maurizio Prattelli.
Current position: Assistant Professor in Applied Mathematics, CMAP, Ecole Polytechnique.

Maxence Jeunesse, ENPC, Fondation du risque Grant,
PhD defended on 29 January 2013, ENPC, Advisers B. Jourdain and J.Ph. Chancelier.
Current position: Quantitative Analyst, Citi group London.

Andreea Minca, INRIA and Paris 6, Fondation Natixis Grant, PhD thesis defended on 5 September 2011, Advisers: R. Cont and A. Sulem.
Current position: Assistant Professor, School of Operations Research and Information Engineering, Cornell University

Sidi Mohamed Ould Aly, Université Paris-Est Marne la Vallée, MESR Grant, PhD thesis defended on 6 June 2011.
Current position: Postdoc at Upsalla University, Sweden

Raphael Roux, ENPC, PhD d efended on 6 December 2010; Adviser: B. Jourdain and T. Lelièvre
Current position: Assistant Professor Université Pierre et Marie Curie.

Former Post-doc fellows

Alessandra Cretarola, INRIA Postdoc May 2009-April 2010
Current position: Assistant professor in Probability and Statistics, University of Perugia, Italy.

Stefano De Marco, ENPC Postdoc 2011
Current position: Assistant Professor in Applied Mathematics, CMAP, Ecole Polytechnique, France

Gilles-Edouard Espinosa, ENPC Postdoc 2011
Current Position: Quant Analyst BNP-Paribas, Paris.

John Joseph Absalon Hosking, INRIA Postdoc November 2009- November 2011.
Current position: Postdoctoral research fellowship, Centre of Mathematics for Applications (CMA), Oslo University.

Blazej Miasojedow, ENPC Postdoc October 2011-November 2012.
Current position: Assistant Prof, Warsaw University

Claudio Fontana INRIA Postdoc January 2013 – November 2013.
Current position: Marie Curie post-doctoral research fellow, Laboratoire d’Analyse et Probabilités, Université of Evry Val d’Essonne.