Mathieu Rosenbaum is a full professor at École Polytechnique, where he holds the chair “Analytics and Models for Regulation”
and is co-head of the quantitative finance (El Karoui) master program. His research mainly focuses on statistical finance problems, regulatory issues and risk management of derivatives, with several longstanding collaborations with practitioners. He published more than 70 articles on these subjects in the best international journals. He is notably an expert on the quantitative analysis of market microstructure and high frequency trading. He is also at the origin (with Jim Gatheral and Thibault Jaisson) of the development of rough volatility models. He received the Louis Bachelier prize in 2020 and the Quant of the Year award in 2021.