MEMBERS


PERMANENT MEMBERS


EXPERT

  • Emmanuel Gobet, Sorbonne Université, Professor and Scientific Coordinator
  • 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
  • Caroline Hillairet, ENSAE Paris, Professor. Expert in Cyber risk.
  • Guillaume Perrin, Univ. Gustave Eiffel, Researcher. Expert in uncertainty quantification


BNP PARIBAS COLLABORATORS


NON-PERMANENT RESEARCHERS

Doctoral Students

  • Camille COUSIN (COFRA Fellowship DARES, Université Paris-Dauphine, supervised by G. Vermandel), PhD started in October 2023. Topic: “Labour market adjustment and climate change.”
  • Massyle Dendene, CREST, Ecole polytechnique (2025-2028). "Contrôle d’intensité sur les processus de Hawkes avec apprentissage: théorie et applications pour le risque cyber en finance”.
  • Julien DUBOIS (E4C PhD thesis, CREST, surpervised by G. Vermandel), the PhD started in October 2024. Topic: “Phasing out fossil fuels when substitution matters.”
  • Dounia ESSAKET (Université Paris Cité, funded by Bloomberg fellowship, supervised by S. Crepey (50%) and N. Frikha (50%)), PhD thesis started in September 2022. Defense scheduled February 18, 2026. Topic: “Unhedgeable Risks: Model Risk and Climate Transition.”
  • Antoine FRANCHINI (Université Grenoble-Alpes, funded by EDF, supervised by S. Girard). PhD thesis started in December 2024. Topic: “Uncertainty quantification associated with extreme quantile estimation”.
  • Ronan PECHEUL (CIFRE BNPP, supervised by Dorinel Bastide (BNPP), E. Abi Jaber (CMAP) and Clément Rey). PhD started in December 2025. Topic :"Signature methods and Malliavin calculus for risk management, with applications to climate stress testing of financial portfolios".
  • Solune Denis, Université d'Angers (2024-2027). "High-dimensional extreme quantile regression."
  • Antoine Franchini, Université Grenobles Alpes (2024-2027). "Quantification de l'incertitude liée à l'estimation des quantiles extrêmes."
  • Pearl Laveur (funded by Université Grenoble-Alpes, supervised by S. Girard). PhD thesis started in October 2024. Topic: “Measures of extreme inequality”.
  • Yushan Liu (Ecole Polytechnique, co-funded by the Chair and IMPT, supervised by E. Gobet and G. Vermandel), PhD started in November 2023. Defense scheduled in mid 2026. Topic: “The role of uncertainty in eco-climate models: a machine learning approach.”
  • Jean Pachebat (Ecole Polytechnique, funded by the Chair, supervised by E. Gobet, S. Girard and A. Durmus), PhD started in February 2023. Defense in April 2026. Topic :"Extreme values, order statistics, and diffusion fine-tuning".
  • Lucia SEQUEIRA (funded by OFCE, surpervised by G. Vermandel in Dauphine), the PhD started in December 2024. Topic: “Energy Transition in Open Economies.”
  • Ina STIZI (CREST ENSAE, funded by E4C surpervised by D. Zerbib and G. Vermandel), the PhD started in Oct 2025. Topic: “Green growth and asset prices.”
  • Marie TEMPLE-BOYER (CIFRE EDF, supervised by G. Perrin), the PhD started in september 2024. Topic: “Certifiable approaches for the simulation and estimation of rare events.”
  • Mouad Yachouti (EcolePolytechnique, funded by the Chair, supervised by J. Garnier and G. Perrin), PhD started in January 2024. Topic: "Risk-oriented sensitivity analysis for systems evolving over time."


Post-doctoral Researcher


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".
  • Michaël Allouche, Ecole polytechnique (2019 - 2023). "Simulation of extreme events with IA generative models and applications to risk management in banking"
  • David Barrera, Ecole polytechnique, PostDoc researcher(2019-2020). "Statistical Learning of Conditional Risk Metric."
  • Cyril Benezet, Ecole polytechnique, PostDoc researcher (2019 - 2020). "Uncertainty Quantification of Risk Metrics."
  • 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."
  • Meryem Bousebata, INRIA, PhD student (2018 - 2022). "Bayesian estimation of extreme risk measures: Implication for the insurance of natural disasters."
  • Linda Chamakh, Ecole polytechnique and BNP Paribas, PhD student (2018 - 2021). "Uncertainty Quantification in Portfolio Optimization."
  • Marc Chataigner, Université d'Evry-Val-d'Essonne, PhD student (2018 - 2022). "Second generation XVAs, risk measures, and machine learning techniques."
  • Sharu Chardul, Université de Bordeaux, PhD Student (2020-2024). "Infinite-horizon stochastic control problems with Mc-Kean interactions and applications to long-term investment with distributional target"
  • Hugues Chenet, (2021-2022) University College London, Honorary Senior Researcher. Expert in climate and sustainable finance.
  • Pierre Del Moral, INRIA, Scientific collaborator (2018 - 2019). "Monte Carlo methods for extreme events"
  • Célia Escribe, Ecole polytechnique and ADEME, PhD student (2021-2024). "Optimized energy outlook and robustness to uncertainties for a carbon neutrality objective".
  • Thomas Galtier, Ecole polytechnique and EDF, PostDoc Researcher (2016 - 2020). "Accelerated Monte-Carlo methods for Piecewise Deterministic."
  • Ying Jiao, Univ. Lyon 1, Professor. Expert in credit risk, information modeling, approximation of large portfolio
  • Romain JORGEDOMARCO (CIFRESNCF, supervised byG.Perrin), PhD thesis started in December 2022. Defense on November 26th, 2025. Topic: “Real-time optimization of dynamic system controls to limit energy consumption.”
  • Clara Lage, Ecole polytechnique, (2020-2022). "Multi-stage optimization and uncertainty analysis, applied to transversal reverse stress test."
  • Alex Lambert, PhD student (2017-2020). "Statistical Learning of vector-Valued Functions with Operator, random Fourier Features."
  • Nisrine Madhar, PhD Student (2021-2024). "Detection of anomalies by machine learning and applications to risk control in finance"
  • 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."
  • Arianna Mingone, Ecole polytechnique et Zeliade Systems, (2020-2023). "Advanced implied volatility modeling for risk management and central clearing".
  • Louise NARBONNE (Université Rennes 1, supervised by G. Vermandel and JC. Poutineau), PhD started in 2021. Defense on June 14th, 2025. Topic: "Three essays on limited asset market participation and international macroeconomic adjustment."
  • Elisa Ndiaye (CIFRE BNPP, supervised by A. Bezat (BNPP), E. Gobet and C. Guivarch (CIRED)), PhD started in July 2021. Defense on March 18th, 2025. Topic: "Quantifying the impact of climate risks on credit risk".
  • Manon Rivoire, Ecole polytechnique and ESILV (2020-2024). "Risk metrics in finance, back testing, 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."
  • Anne Sabourin, (2019-2020) Telecom Paristech, Assistant Professor . Expert in statistical learning and extreme value theory.
  • Mekonnen Tadese , Sorbonne Université and Ecole polytechnique (2023 - 2024)." Sensitivity analysis of financial markets: A radner equilibrium approach"
  • Elodie Vernet, Ecole polytechnique, Assistant Professor (2018 - 2019). "Bayesian Non Parametric"
  • Wanqing Wang, Ecole polytechnique, PhD Student (2020-2023). "Approximation and simulation of reflected backward stochastic differential equations, applications in finance. "
  • Zoltan Szabo, (2020-2021) Ecole polytechnique, Senior Researcher