Nizar Touzi#
| Membership Number: | 6985 |
| Membership type: | FOREIGN |
| Section: | MATHEMATICS |
| Elected: | 2024 |
| Main Country of Residence: | UNITED STATES |
| Homepage(s): |
Present and Previous Positions
- 01 Septembre 2023 - presen: New York University, Tandon School of Engineering, Professor and Chair of the Department of Finance and Risk Engineering, affiliate at the Courant Institute
- 01 Septembre 2006 - August 2023 Professor, Ecole Polytechnique, Department of Applied Mathematics. Head of the probability and financial mathematics team. Head of the Department of Applied Mathematics from September 2014 to August 2017. Since, 2020, head of the Polytechnique branch of the Jacques Hadamard Doctoral School (in charge of 110 PhD students). Since July 2016, Scientific Director of the Risk Foundation, Louis Bachelier Institute
- 01 September 2005 - August 2006 Chair in Mathematical Finance, Imperial College London. Part time (2 days a week)
- 01 September 2001 - August 2006 Professor of Applied Mathematics, Centre de Recherche en Economie et Statistique (CREST), Co-Head of the Finance and Insurance Laboratory. Part time (3 days a week) as of Septembre 2005
- 01 September 1999 - August 2001 Professor of Applied Mathematics, Universit ́e Paris I Panth ́eon-Sorbonne
- 01 September 1994 - August 1999 Assistant Professor, Universit ́e Paris Dauphine. April-June 2010: The University of Toronto Dean’s Distinguished Visitor Chair, Fields Institute
- March - June 2001 Invited Professor, CIRANO Centre Inter-universitaire de Recherche en Analyse des Organisations), Montreal
- February - June 2000 Invited Professor, Princeton University
Fields of Scholarship
- Stochastic processes
- Mathematical Finance
- Stochastic control
- Mean field games
- Monte Carlo methods
- Probability theory
Honours and Awards
- 2012 ERC Advanced Grant
- 2012 French Academy of Science Bachelier Prize
- August 2010 Invited Session Speaker at the International Congress of Mathematics, Hyderabad (India)
- 2007 Best Young Researcher in Finance Award of the Europlace Institute of Finance
