2015 -2018 Frey Chair Professor of Quantitative Finance @
2013 -2016 Academic Director @ LabEx ReFi
1999 -2015 Research director @
2011 -2014 International Associate Professor @
2004 -2011 Consultant @
1998 -2002 Mathematician @ ENS Cachan
1996 -2000 Quant research @ CIBC World Markets
1995 -1998 Visiting professor @
1995 -1996 Consultant @ NatWest Markets
1994 -1995 Quantitative research @
1987 -1990 Engineer @ Matra
Raphael Douady Education
École normale supérieure
(Mathematics)
1978-1983
Université Paris Cité
Doctor of Philosophy (Ph.D.) (Mathematics)
1980-1982
Lycée Louis le Grand
Classes préparatoires (mathématiques)
1976-1978
Lycée Lakanal
Raphael Douady Skills
Quantitative Finance
Research
Economics
Econometrics
Derivatives
Mathematics
Statistics
Market Risk
Risk Management
Hedge Funds
Quantitative Analytics
Stochastic Calculus
FX Options
Financial Markets
Probability Theory
Financial Modeling
Predictive Modeling
VBA
Quantitative Investing
Monte Carlo Simulation
Portfolio Management
Capital Markets
Portfolio Optimization
Statistical Modeling
Financial Engineering
Data Analysis
Numerical Analysis
Algorithms
Fixed Income
Applied Mathematics
Partial Differential Equations
Valuation
Time Series Analysis
Mathematical Modeling
Asset Management
Financial Risk
Trading Strategies
R
Credit Derivatives
Equities
Optimization
Trading Systems
Quantitative Research
Analysis
Bloomberg
Probability
Data Mining
Options
Machine Learning
Chaos Theory
Partial Differential
Engineering
Higher Education
Microsoft Office
Food
Coffee
Service
Drink
Raphael Douady Summary
Raphael Douady, based in Paris, FR, is currently a Research Professor at University of Paris I: Panthéon-Sorbonne. Raphael Douady brings experience from previous roles at Riskdata Inc., Datacore Innovations LLC, Ninety One and CNRS. Raphael Douady holds a 1978 - 1983 École normale supérieure. With a robust skill set that includes Quantitative Finance, Research, Economics, Econometrics, Derivatives and more. Raphael Douady has 4 emails on RocketReach.
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