The chair Futures of Quantitative Finance is a partnership between LPSM at Université Paris Cité, CERMICS at École des Ponts ParisTech, and BNP Paribas Global Markets. It was launched in March 2023 and is led by Julien Guyon, professor at École des Ponts ParisTech, and Huyên Pham, professor at Université Paris Cité.

The chair engages in cutting edge research in all areas of modern quantitative finance and market risk modelling. It is a joint effort, with academic leaders from some of the best research institutions, and professional experts from an industry leader in financial derivatives, offering a unique combination of world class expertise on the subject.

Machine learning in finance

Volatility modeling, model calibration

Model risk

Numerical methods for high dimensional problems

XVA Analysis

Academic partners