- New York University, Courant Institute of Mathematical Sciences: Adjunct Professor
"Computational Methods for Finance", Professor (since 2015), Mathematics in Finance MSc program (28h/year).
- Columbia University, Department of Mathematics: Adjunct Professor
"Nonlinear Option Pricing", Professor (since 2014), MAFN (Mathematics of Finance MA program) (35h/year). Link to the website of the Master.
- Université Paris VII: Visiting Professor (Professeur Associé Service Temporaire)
"Financial Instruments and Models", Professor (2011-2012), Master2 M2MO (Modélisation aléatoire) (48h/year). Link to the website of the Master.
- Ecole des ponts ParisTech (Paris)
"Mathematics of Finance", Professor (2008-2012) (21h/year).
"Probability and Statistics", Professor (2004-2006).
"Statistics and Data Analysis", Professor (2005-2006).
"Mathematics of Finance", Assistant Professor (2004-2006).
- Ecole nationale supérieure de techniques avancées (Paris)
"Introduction to Probability and Statistics", Assistant Professor (2003-2006).
- Université Paris VI
Wrote the chapter on ``Stochastic Volatility'' for the lecture notes ``Stochastic Models in Finance'' by Nicole El Karoui (Master of Probability and Finance, University Paris VI, 2003). Available online here.
- Lycées Louis-Le-Grand and Henri IV (Paris)
Examiner in mathematics in the "Classes Préparatoires aux Grandes Ecoles" (1998-2004).