Awards

IEF/ SCOR FOUNDATION FOR SCIENCE PRIZE: BEST YOUNG RESEARCHER IN FINANCE AND INSURANCE

Every year, the SCOR Corporate Foundation for Science, in partnership with the Institut Europlace de Finance/Louis Bachelier, awards each year since 2016 the prize for the Best Young Researcher in Finance and Insurance.

Created at the end of 2011, the SCOR Corporate Foundation for Science is part of the Group’s long-term commitment to research and the dissemination of risk knowledge. This involvement is part of SCOR’s identity, as reflected in its signature “The Art & Science of Risk”. Indeed, risk is the “raw material” of reinsurance and SCOR intends to be at the forefront of risk expertise and research thanks to its vast network of academic institutions and the support it provides to numerous disciplines: mathematics, actuarial science, physics, chemistry, geophysics, climatology, economics, finance, etc. The creation of the SCOR Corporate Foundation for Science marked a new stage in the Group’s commitment to scientific disciplines and, more broadly, to its societal mission, in line with its CSR policy.

Award 2019: Guillaume VUILLEMEY, (HEC Paris) and Aurélien ALFONSI, (CERMICS/ENPC)

Guillaume Vuillemey is assistant professor of finance at HEC Paris. His research focuses on banking economics, derivatives markets and risk management, bank financing, central clearing and financial history. His work has been published in the Journal of Finance, the Review of Financial Studies and the Journal of Financial Economics, among others. He is also a research fellow at the CEPR (London) and the Autorité de Contrôle Prudentiel et de Régulation (ACPR). He was awarded the Best Young Researcher in Finance prize by the Autorité des marchés financiers (AMF) in 2016. He holds a PhD in economics from Sciences-Po (Paris).

Find Guillaume Vuillemey’s CV here.

 

Researcher at CERMICS (Ecole Nationale des Ponts et Chaussées) and lecturer at Ecole Polytechnique, Aurélien Alfonsi defended his thesis written under the supervision of Benjamin Jourdain on 26 June 2006. After his thesis, he was a post-doctoral student in Berlin (TU), before joining CERMICS as a researcher. He has made major contributions to several areas of financial mathematics, including numerical simulation (his article “On the discretization schemes for the CIR (and Bessel squared) processes” was cited 212 times according to google scholar), optimal execution (his article “Optimal execution strategies in limit order books with general shape functions”, co-authored with A. Fruth and A. Fruth. Schied has been cited 379 times according to Google Scholar) and price impact models, multi-dimensional stochastic volatility models based on the Wishart process, and the use of the optimal transport theory of measures. He is Deputy Director of CERMICS, has directed 5 PhD theses and is the author of a book on the simulation of affine diffusion processes.

Find Aurélien Alfonsi’s CV here.

Award 2018: Catherine BOBTCHEFF, (TSE)

Catherine Bobtcheff is a research fellow at the CNRS and a professor at the Toulouse School of Economics (TSE). Catherine is an actuary and holds a PhD in economics from the University of Toulouse 1. Her research focuses on applied theoretical economics, insurance and finance, and industrial economics. Her recent publications in major international journals focus on the economics of risk, investment dynamics and strategic interactions.

Find Catherine Bobtcheff’s CV here.

Award 2017: Dylan POSSAMAI, (Université Paris Dauphine-PSL)

After obtaining his engineering degree from the École Polytechnique and M2 from the University of Paris 6 in 2009, Dylan Possamaï began his doctoral thesis in October 2009, under the supervision of Nizar Touzi, at the École Polytechnique. This thesis, entitled “Journey to the heart of second-order EDSRs and other contemporary problems in financial mathematics” was defended two years later in December 2011, and received the École Polytechnique’s 2012 thesis prize, as well as the third Bruti-Liberati prize from the Bachelier Finance Society in 2013. He then defended his Habilitation to direct research in December 2016. He has been a Senior Lecturer at Paris-Dauphine University since September 2012, and was a lecturer at the École Polytechnique between 2015 and 2016. His favourite topics include stochastic calculus under uncertainty, stochastic control, EDSR, and contract theory. In recent years, he has made a significant contribution to the development, from a practical and theoretical point of view, of the Principal-Agent problem theory.

Find Dylan Possamaï’s CV here.

Award 2016: Peter TANKOV (Université Paris-Diderot) and Johan HOMBERT (HEC Paris)

Peter Tankov is professor of quantitative finance at ENSAE, the French national school for statistics and economic administration, having previously worked at Paris-Diderot (Paris 7) university and Ecole Polytechnique. He is a mathematician, specialist in applied probability and stochastic processes. His current research interests include quantitative finance, energy finance, and green and sustainable finance. Peter is the author of over 50 research articles on these and other topics and of the widely read book, Financial Modelling with Jump Processes. He is the recepient of the 2016 Best Young Researcher in Finance award of the Europlace Institute of Finance and the principal investigator of several national grants. Peter is the scientific director of the Green and Sustainable Finance Research Program at Louis Bachelier Institute, member of the board of directors of GRASFI, the Global Research Alliance for Sustainable Finance and and Investment, and member of editorial boards of the main quantitative finance journals: Mathematical Finance, Finance and Stochastics and SIAM Journal on Financial Mathematics.

Find Peter Tankov’s CV here.

 

Johan Hombert is a professor of Finance at HEC Paris. He obtained his undergraduate degree from Ecole Polytechnique, ENSAE, and Paris School of Economics, and his PhD from the Toulouse School of Economics. His research interests are entrepreneurship and innovation, financial intermediation, and frictions in financial markets. His papers have been published in the Review of Economic Studies, the Journal of Finance, and the Journal of Financial Economics.

Find Johan Hombert’s CV here.

2015: Sophie MOINAS, (TSE)
2014: Mathieu ROSENBAUM, (Ecole Polytechnique et Université Pierre et Marie Curie), Christophe PERIGNON, (HEC Paris)
2013: Bruno BOUCHARD, (Université Paris-Dauphine) and François DERRIEN, (HEC Paris)
2012: Augustin LANDIER, (TSE) and David THESMAR, (HEC Paris)
2011: Joël PERESS, (INSEAD)
2009: Thomas MARIOTTI, (TSE)
2008: Pascal MAENHOUT, (INSEAD)
2007: Nizar TOUZI, (Ecole Polytechnique)
2006: Laurent CALVET, (HEC Paris)
2005: Thierry FOUCAULT, (HEC Paris)

2016: Olivier GUEANT (ENSAE) and Charles-Albert LEHALLE (Capital Fund Management) 
2015: David THESMAR and Johan HOMBERT, (HEC Paris)
2014: Sébastien POUGET and Sophie MOINAS, (TSE)
2013: Jean-Paul DECAMPS, Stéphane VILLENEUVE and Thomas MARIOTTI, (TSE), Jean-Charles ROCHET, (Zurich University)
2012: Joël PERESS, (INSEAD)
2011: Jean TIROLE, (IDEI Toulouse)
2009: Thierry FOUCAULT (HEC Paris)
2008: Elyès JOUINI and Clothilde NAPP (Université Paris-Dauphine)
2007: Harald HAU (INSEAD)
2006: Pascal MAENHOUT (INSEAD)
2005: Bruno BOUCHARD (Université Paris-Dauphine), Nizar TOUZI (Ecole Polytechnique)

2016: Bruno BIAIS et Sophie MOINAS (TSE), Thierry FOUCAULT (HEC Paris)
2015: Joël PERESS, (INSEAD)
2014: Pierre HENRY-LABORDERE, (Ecole Polytechnique et Société Générale)
2013: Clotilde NAPP, (Université Paris-Dauphine)