Ronan Pécheul
Since 2025 · École Polytechnique
Co-supervised with Clément Rey.
CIFRE partnership: BNP Paribas
Research Group
I enjoy building a collaborative team where we develop ideas together, learn from one another and explore new mathematical questions. If you are interested in joining the group, please get in touch.
PhD students
Current
Dimitri Sotnikov
Since 2024 · École Polytechnique
Co-supervised with Charles Bertucci.
CIFRE partnership: ENGIE Global Markets
🌟 European Best Quant Finance Master’s Thesis Award 2024.
Elie Attal
Since 2024 · École Polytechnique
Co-supervised with Mathieu Rosenbaum.
🌟 Bloomberg Quantitative Finance PhD Fellowship.
Maxime Guellil
Since 2024 · École Polytechnique / Université Paris Cité
Co-supervised with Stéphane Crépey.
CIFRE partnership: CACIB
Former
Louis-Amand Gérard
PhD, 2022–2025 · Université Paris 1 Panthéon-Sorbonne
Co-supervised with Olivier Guéant.
PhD thesis: Signature expansions in finance: Fourier and machine learning
CIFRE partnership: GEFIP
Nathan De Carvalho
PhD, 2021–2025 · Université Paris Cité
Co-supervised with Huyên Pham.
PhD thesis: Lifting Energy Markets: from Volatility Modeling to Optimal Trading
CIFRE partnership: ENGIE Global Markets
Now: Quant at CFM
🌟 Bachelier Finance Society Junior Scholar Award 2024; 🌟 Bruti-Liberati Prize 2025.
Shaun Li
PhD, 2021–2024 · Université Paris 1 Panthéon-Sorbonne
Co-supervised with Bernard de Meyer.
PhD thesis: The Quintic Volatility Model for SPX and VIX: A 360 Tour
CIFRE partnership: AXA Investment Managers
Now: Quant at Morgan Stanley
Édouard Motte
Visiting PhD student, 2025
PhD thesis: Stochastic Pathways in Incomplete Markets: Volterra Processes, Stopping Times, and Path-Signatures
Postdoctoral researchers
Current
Francesca Primavera
Since 2025 · École Polytechnique
Former
Alessandro Bondi
Postdoc, 2023–2024 · École Polytechnique
Co-supervised with Sergio Pulido.
Now: Tenure-track researcher, Luiss University, Rome