Chief of Data Science Committee @ (August 2019 - Present)
Mathematician @ (September 1983 - Present)
Senior Scientific Advisor @ QuantsUnited (August 2019 - August 2023)
Chief Research Officer @ NM Fin Tech (September 2019 - December 2021)
Senior Consultant @ (May 2018 - September 2019)
Frey Chair Professor of Quantitative Finance @ (August 2015 - December 2018)
Academic Director @ LabEx ReFi (July 2013 - November 2016)
Research director @
International Associate Professor @ (March 2011 - December 2014)
Consultant @
Mathematician @ ENS Cachan (September 1998 - August 2002)
Quant research @ CIBC World Markets (January 1996 - January 2000)
Visiting professor @ (September 1995 - August 1998)
Consultant @ NatWest Markets (January 1995 - January 1996)
Quantitative research @ (January 1994 - September 1995)
Engineer @ Matra (January 1987 - January 1990)
Raphael Douady Education
Ecole 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
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 Ecole normale supérieure. With a robust skill set that includes Quantitative Finance, Research, Economics, Econometrics, Derivatives and more. Raphael Douady has 1 emails on RocketReach.
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