• Hugues Chenet, (2021-2022) University College London, Honorary Senior Researcher. Expert in climate and sustainable finance.
  • Stéphane Crepey, Univ. Evry, Professor. Expert in risk modeling and Central Counter Parts (CCPs)
  • Stéphane Girard, INRIA, Research Director. Expert in extreme value theory and dependence modelling
  • Ying JIAO, Univ. Lyon 1, Professor. Expert in credit risk, information modeling, approximation of large portfolio
  • Guillaume Perrin, Univ. Gustave Eiffel, Researcher. Expert in uncertainty quantification



Doctoral Students

  • Michaël Allouche, Ecole polytechnique (2019 - 2023). "Simulation of extreme events with IA generative models and applications to risk management in banking"
  • Meryem Bousebata, INRIA, PhD student (2018 - 2022). "Bayesian estimation of extreme risk measures: Implication for the insurance of natural disasters."
  • Marc Chataigner, Université d'Evry-Val-d'Essonne, PhD student (2018 - 2022). "Second generation XVAs, risk measures, and machine learning techniques."
  • Célia Escribe, Ecole polytechnique and ADEME (2021-2024). "Optimized energy outlook and robustness to uncertainties for a carbon neutrality objective".
  • Elisa Ndiaye, BNPP CIFRE (2021-2024). "Quantification of the impact of climate risks on credit risk."
  • Manon Rivoire, Ecole polytechnique and ESILV (2020-2023). "Risk metrics in finance, backtesting, sensitivity, robustness."
  • Bouazza Saadeddine, Université d'Evry-Val-d'Essonne and CACIB, PhD student (2018 - 2022). "Supervised learning on models in quantitative finance: portfolio management, order book, hedging of risks and other strategies."

Post-doctoral Researcher

  • Clara Lage, Ecole polytechnique, (2020-2022). "Multi-stage optimization and uncertainty analysis, applied to transversal reverse stress test."
  • David Métivier, Ecole polytechnique, (2020-2022). "Climate change resilience of the nuclear and renewable energy production system. Simulation methods for complex systems for testing resilience to climate change."

Past members

  • Aboubacrène Ag Ahmad, Université Gaston-Berger, Sénégal (2017-2020). "A new location-scale model for heavy-tailed distributions."
  • Clément Albert, Ecole polytechnique PostDoc Researcher (2019). "Extreme Value Theory and Importance Sampling".
  • Cyril Benezet, Ecole polytechnique, PostDoc researcher (2019 - 2020). "Uncertainty Quantification of Risk Metrics."
  • David Barrera, Ecole polytechnique, PostDoc researcher(2019-2020). "Statistical Learning of Conditional Risk Metric."
  • Florian Bourgey, Ecole polytechnique,
    • PhD student (2017 - 2020). "Stochastic approximations for financial risk computations."
    • PostDoc Researcher (2020-2021). "Climate and credit risk, generative adversorial model for time series. Modeling the impact of climate risk on portfolio."
  • Linda Chamakh, Ecole polytechnique and BNP Paribas, PhD student (2018 - 2021). "Uncertainty Quantification in Portfolio Optimization."
  • Pierre Del Moral, INRIA, Scientific collaborator (2018 - 2019). "Monte Carlo methods for extreme events"
  • Thomas Galtier, Ecole polytechnique and EDF, PostDoc Researcher (2016 - 2020). "Accelerated Monte-Carlo methods for Piecewise Deterministic."
  • Alex Lambert, PhD student (2017-2020). "Statistical Learning of vector-Valued Functions with Operator, random Fourier Features."
  • Anne Sabourin, (2019-2020) Telecom Paristech, Assistant Professor . Expert in statistical learning and extreme value theory.
  • Elodie Vernet, Ecole polytechnique, Assistant Professor (2018 - 2019). "Bayesian Non Parametric"
  • Zoltan Szabo, (2020-2021) Ecole polytechnique, Senior Researcher