| École des Ponts ParisTech (Paris) | - "Volatility Modeling", Professor (2022-present), Master in Mathematics for Finance and Data. - "Probability Theory", Professor (2022-present). | |
| Columbia University, Department of Mathematics: Adjunct Professor | - "Nonlinear Option Pricing", teacher (2015-present), MAFN (Mathematics of Finance MA program). | |
| Baruch College, City University of New York, Department of Mathematics: Adjunct Professor | - "Advanced Computational Methods in Finance", teacher (2023-present), Baruch MFE (Master of Financial Engineering). | |
| New York University, Courant Institute of Mathematical Sciences: Adjunct Professor |
- "Nonlinear Problems in Finance: Models and Computational Methods", teacher (2018-2022), Mathematics in Finance MSc program (30h/year). - "Computational Methods for Finance", teacher (2015-2018), Mathematics in Finance MSc program (30h/year). | |
| Université Paris Diderot: Adjunct Professor (Professeur Associé Service Temporaire) | - "Financial Instruments and Models", teacher (2011-2012), Master2 M2MO (Modélisation aléatoire) (48h/year). | |
| École des Ponts ParisTech (Paris) | - "Mathematics of Finance", teacher (2008-2012, 21h/year). - "Statistics and Data Analysis", teacher (2005-2006, 26h/year). - "Probability and Statistics", teacher (2004-2006, 42h/year). - "Mathematics of Finance", teaching assistant (2004-2006, 21h/year). | |
| École nationale supérieure de techniques avancées (Paris) | - "Introduction to Probability and Statistics", teaching assistant (2003-2006, 28h/year). | |
| 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). |