Aurélien Alfonsi

2007- : Researcher at the CERMICS. Habilitation à Diriger des Recherches (2012).
2017- : Deputy director of the CERMICS.
2015- : Assistant professor at Ecole Polytechnique.

Former PhD students:
2006-2007 : Post-doctoral position at the TU Berlin with Alexander Schied.

2003-2006 : Ph.D. thesis supervised by Benjamin Jourdain at the CERMICS and named "Modélisation en risque de crédit. Calibration et discrétisation de modèles financiers."

2001-2003 : Training at the Ecole Nationale des Ponts et Chaussées and DEA in probability, option "Stochastic process", at the university Paris VI Pierre et Marie Curie. Internship at the banca IMI (Milan) on credit risk modelling with Damiano Brigo.

Admitted to the Ecole Nationale des Ponts et Chaussées.

1998-2001 : Ecole Polytechnique. Specialization in mathematics and applied mathematics. Research training period (3 months) with Etienne Pardoux on the Backward Stochastic Differential Equations, and their application to finance.

1995-1998 : Lycée Thiers (Marseilles): class which prepares students for the entry exams to the Grandes Ecoles (Mathematics and Physics). Admitted to the Ecole Polytechnique and the Ecole Normale Supérieure.