Raphael Douady, PhD

QUANTITATIVE THEORY AND RESEARCH

-This algorithm is a collaboration between Shivaji Rao and renowned quant, researcher, and mathematician Raphael Douady. Douady has made many academic contributions to both mathematics and finance. He is one of the principal inventor of ‘antifragility’ theory. He has also contributed to redesigning interest rate models in major banks, such as Société Générale, NatWest, CIBC and Citigroup, for risk and trading, using deep geometric concepts in infinite dimensions.

-Originally from France, Douady is former executive counsel to France’s LABEX ReFi, aimed at examining the effectiveness of EU regulations in response to the financial crises. He also held the Frey chair of quantitative finance at Stony Brook University.

-Douady currently advises for several well known quant firms. He has founded fin tech firms RiskData and Datacore. He also teaches as a professor of quantitative finance and data science at several prestigious universities.

-Douady spends his time flying between France and New York City where he teaches, researches, and advises.