Committee

Jean-Philippe Bouchaud (Capital Fund Management)

Jean-Philippe Bouchaud is Chairman and Chief Scientist at CFM, Co-Director of the CFM-Imperial Institute of Quantitative Finance and Professor at Ecole Polytechnique and member of the French Academy of Science.

Jean-Philippe was born in France in 1962. After studying at the French Lycée of London, he graduated from the Ecole Normale Supérieure in Paris, where he also obtained his PhD in physics. He was then appointed by the CNRS until 1992. After a year spent in the Cavendish Laboratory (Cambridge), he joined the Service de Physique de l’Etat Condensé (CEA-Saclay), where he worked on the dynamics of glassy systems and on granular media. He became interested in economics and theoretical finance in 1991.

His work in finance includes extreme risk models, agent based simulations, market microstructure and price formation. In 1994, he founded the company Science & Finance, which later merged with Capital Fund Management (CFM) in 2000. He was awarded the IBM young scientist prize in 1990 and the CNRS Silver Medal in 1996. He has published over 250 scientific papers and several books in physics and in finance in particular “Trades Quotes & Prices”, published in 2018. .

Charles-Albert Lehalle (Capital Fund Management)

Charles-Albert Lehalle is Senior Research Advisor at Capital Fund Management (CFM) and a member of the CFM-Imperial Institute of Quantitative Finance. He was formerly Global Head of Quantitative Research at Crédit Agricole Cheuvreux, and Head of Quantitative Research on Market Microstructure in the Equity Brokerage and Derivative Department of Crédit Agricole Corporate Investment Bank.

He holds a Ph.D. in applied mathematics and has published many academic papers about the use of stochastic control and stochastic algorithms for optimizing trading flows. He has also authored papers on post-trade analysis, market impact estimation and modelling the dynamics of limit order books. He is co-author of “Market Microstructure in Practice” and has provided research and expertise on this topic to investors, intermediaries and policy-makers such as the European Commission, the French Senate and the UK Foresight Committee. He belongs to the ESMA Consultative Workgroup on Financial Innovation and Scientific Committee of the French market regulator (AMF).

Johannes Muhle-Karbe (Imperial College London)

Johannes Muhle-Karbe joined the Department of Mathematics at Imperial College London in January 2019 as Chair in Mathematical Finance and Director of the CFM-Imperial Institute of Quantitative Finance.

Before this appointment, Johannes held faculty positions at Carnegie Mellon University, University of Michigan, and ETH Zürich. He serves as an associate editor of the Annals of Applied Probability, Applied Mathematical Finance, as well as Mathematics and Financial Economics.

Johannes' research lies at the interface of stochastic calculus, optimal control, and their applications to problems from finance and economics. In particular, he studies the impacts of "flaws and frictions" such as transaction costs or model ambiguity on optimal trading and asset prices.

Eyal Neuman (Imperial College London)

Eyal Neuman is a Lecturer in mathematical finance at the Department of Mathematics, Imperial College London and a member of the CFM-Imperial Institute of Quantitative Finance.

His research interests are in the areas of probability, stochastic processes and their applications in mathematical finance. He is mainly working on market microstructure and optimal excution.

Previously he was a Visiting Assistant Professor at the University of Rochester, N.Y. Eyal received his PhD in stochastic processes from the Technion.