Scientific 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.  

Sebastian Hohmann (UBS)

Sebastian has been with UBS and before that Credit Suisse since 2022. He started on the risk side, working on models for equity derivatives and credit risk and now is a quantitative equities research analyst. Before Credit Suisse, he was Assistant Professor of Economics at Stockholm School of Economics, SITE and then moved to industry, doing consulting work in financial risk management. 

He holds a PhD in Economics from London Business School. Currently, he is interested in forecasting with a particular focus on Bayesian methods for small and partially missing data.

Charles-Albert Lehalle (Ecole Polytechnique)

Charles-Albert Lehalle is Professor in the Department of Applied Mathematics (CMAP) at Ecole Polytechnique, teaching and researching on liquidity price formation and the use of AI in financial markets. Starting as researcher in charge of onboarded AI at the Renault Research Center in the 90s, he then held positions in the industrie leading teams at CA Cheuvreux, Crédit Agricole CIB, Capital Fund Management (CFM) and recently ADIA. He currently also is a member of the Scientific Directory of the Louis Bachelier Institute, of the Scientific Committee of the French regulator (AMF), and a lecturer at UC Berkeley.

On the academic side Charles received the 2016 Best Paper Award in Finance from Europlace Institute for Finance (EIF) and has published more than eighty academic papers and book chapters, co-authored the books "Market Microstructure in Practice" and "Financial Markets in Practice", and co-edited "Machine Learning and Data Sciences for Financial Markets A Guide to Contemporary Practices". 

Johannes Muhle-Karbe (Imperial College London)

Johannes Muhle-Karbe joined the Department of Mathematics at Imperial College London in January 2019, where he heads the Mathematical Finance Section and is the founding Co-Director of the Imperial Centre of Excellence in Quantitative Finance.

Before this appointment, Johannes held faculty positions at Carnegie Mellon University, University of Michigan, and ETH Zürich. 

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 an Associate Professor in Mathematical Finance at the Department of Mathematics, Imperial College London and the Co-Director of the MSc "Mathematics and 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, Eyal received his PhD in stochastic processes from the Technion.

Giuseppe Nutti (UBS)

Giuseppe Nuti is the head of Electronic Trading Quant's Center of Excellence for UBS's Global Markets.  Prior to this role, Giuseppe was an algorithmic trader at UBS New York specialized in algorithmic trading in fixed income and foreign exchange. He has worked as a trader for over twenty years, initially in the interest-rates options and swaps market followed by a stint in the European and US Government bond markets. He has experience working both within the primary dealer community and in the high-frequency environment (at KCG and Citadel.)  

Giuseppe holds a Ph.D. in Computer Science with particular focus on Markov Decision Processes applied to  Finance from University College London and an MSc in Financial mathematics from City University, London. He is an adjunct professor at Cornell where he teaches a course on ML applied to trading in FX, Rates & Crypto. Previously, he has taught various courses, including Financial Computing at UCL and has supervised a number of Ph.D. students, both at UCL and Cass Business School. His research interests are in algorithmic trading and Bayesian formulation of standard Machine Learning techniques.

Mathieu Rosenbaum (Ecole Polytechnique)

Mathieu Rosenbaum is a full professor at École Polytechnique, where he holds the chair “Analytics and Models for Regulation” and is co-head of the quantitative finance (El Karoui) master program. 

His research mainly focuses on statistical finance problems, regulatory issues and risk management of derivatives. He published more than 80 articles on these subjects in the best international journals and supervised about 20 PhD students. He is notably an expert on the quantitative analysis of market microstructure and high frequency trading. He is also at the origin (with Thibault Jaisson and Jim Gatheral) of the development of rough volatility models. 

Mathieu Rosenbaum has collaborations with various financial institutions (investment banks, hedge funds, regulators, exchanges...), notably BNP-Paribas since 2004. He also has several editorial activities as he is one of the editors in chief of the journal “Market Microstructure and Liquidity“ and is associate editor for 10 other journals. He received the Europlace Award for Best Young Researcher in Finance in 2014, the European Research Council Grant in 2016, the Louis Bachelier prize in 2020 and the Quant of the Year award in 2021.