Raphael Douady,
Professor, QF Frey Endowed Chair for Quantitative Finance
Mathematician and Economist, C.N.R.S. (French national centre for scientific research),
1982, Centre d’Economie de la Sorbonne, University of Paris 1. Academic director of
LabEx ReFi. Founder & Head of Research, Riskdata S.A.
Raphael Douady is a French mathematician and economist, specialized in financial mathematics
and chaos theory. With more than fifteen years experience in the banking industry
(risk management, option models, trading strategies) and thirty years research in
pure and applied mathematics, Dr Douady is renowned for his highly sophisticated quantitative
solutions and statistical analysis. A former fellow of Ecole Normale Supérieure in
Paris, he earned his Ph.D. in 1982 in Hamiltonian dynamics and became strongly involved
in Finance in 1993. Currently affiliated with University of Paris 1-Sorbonne Economic
Center (CES) and the French National Center for Scientific Research (CNRS), he has
also been appointed International Associate Professor at New York University Polytechnic
Institute. He has lead and organized numerous academic, as well as practitioner conferences
around the world, including the New York University seminar of Mathematical Finance
and Paris Europlace conferences. His most recent research topics are Hedge Funds risks,
for which he has developed especially suited powerful nonlinear statistical models,
and systemic risk. Raphael Douady is one of the founders and the research director
of Riskdata, a market-leading provider of risk management tools for investors, asset
managers, hedge funds, fund of funds, and pension funds. He has been appointed as
academic director of the French “Laboratory of Excellence” devoted to financial regulation
(LabEx ReFi). He is also a member of the Praxis Club, a New York based think tank
advising the French government on its economic policy and other related topics and
on the “risk committee” of Finance Innovation, a French official entity supporting
innovation in financial software. Office: Mathematics Tower B-148, Phone: 631-632-5741
