I am Professor in Financial Mathematics at ENSAE-CREST, Institut Polytechnique de Paris.
I am co-director of the Master program in Statistics, Finance and Insurance at Institut Polytechnique de Paris, and co-scientific director of the E4C Center.
Until September 2024, I was an Associate Professor and Director of the Master’s program in Financial Mathematics at King’s College London.
Since January 2024, I am associate editor of the journal Mathematics and Financial Economics (Springer).
I am the recipient of the 2026 Best Young Researcher in Finance and Insurance prize, awarded by the Institut Louis Bachelier, Europlace Institute of Finance and the SCOR Foundation for Science.
Research interests: Financial Mathematics, Stochastic Control, Stochastic Differential Games, Mean-field Games, Backward Stochastic Differential Equations, Energy Markets, Machine Learning.
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