Raphael Douady Research Professor Sorbonne
He held the Frey Family Endowed Chair of Quantitative Finance at Stony Brook University (SUNY, 2015-18), and was, prior to that, Academic Director of the Laboratory of Excellence on Financial Regulation (Labex ReFi, a joint initiative of Paris 1-Sorbonne University, ESCP-Europe, CNAM and ENA, 2013-16). Furthermore, he is affiliated with Paris 1-Pantheon-Sorbonne University and the French National Centre for Scientific Research (CNRS). He co-founded fin-tech firms Riskdata (1999) and Datacore (2015) and now advises Matrics, a cloud-based system using AI for the buy-side industry.
He has more than twenty years of experience in the banking industry and thirty-five years of research in pure and applied mathematics.
His current research focus is systemic risk and the anticipation of financial market crises. As well as the use of advanced data science and statistical techniques for long-term investment. His background in pure mathematics is in dynamical systems, chaos theory and symplectic geometry. He studied at Ecole Normale Supérieure in Paris. Moreover, earned his PhD in mathematics in 1982 from the University of Paris 7. He is a board member of Friends of IHES, a charity supporting the French Institut des Hautes Etudes Scientifiques.