New York University, Courant Institute of Mathematical Sciences: Adjunct Professor
- "Nonlinear Problems in Finance: Models and Computational Methods", Professor (since 2018), Mathematics in Finance MSc program (30h/year).
- "Computational Methods for Finance", Professor (2015-2018), Mathematics in Finance MSc program (30h/year).

Columbia University, Department of Mathematics: Adjunct Professor
- "Nonlinear Option Pricing", Professor (since 2014), MAFN (Mathematics of Finance MA program) (35h/year).

Université Paris VII: Visiting Professor (Professeur Associé Service Temporaire)
- "Financial Instruments and Models", Professor (2011-2012), Master2 M2MO (Modélisation aléatoire) (48h/year).

École des ponts ParisTech (Paris)
- "Mathematics of Finance", Professor (2008-2012, 21h/year).
- "Statistics and Data Analysis", Professor (2005-2006, 26h/year).
- "Probability and Statistics", Professor (2004-2006, 42h/year).
- "Mathematics of Finance", Assistant Professor (2004-2006, 21h/year).

École nationale supérieure de techniques avancées (Paris)
- "Introduction to Probability and Statistics", Assistant Professor (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).