Raphael Douady is a French mathematician and economist, specialized in financial mathematics and chaos theory. A former fellow of Ecole Normale Supérieure of Paris, he earned his Ph.D. in 1982 in Hamiltonian dynamics and became strongly involved in finance in 1993. With more than twenty years of experience in the banking industry (risk management, option models, trading strategies) and thirty-five years of research in pure and applied mathematics, Dr Raphael is renowned for his highly sophisticated quantitative solutions and statistical analysis. He has lead and organized numerous academic, as well as practitioner conferences around the world, including the New York University seminar of Mathematical Finance and Paris Europlace conferences. His most recent research topics are Hedge Funds risks, for which he has developed especially suited powerful nonlinear statistical models, and systemic risk.
Currently affiliated with University of Paris 1-Sorbonne Economic Centre (CES) and the French National Centre for Scientific Research (CNRS), he has been appointed Academic Director of the French “Laboratory of Excellence” devoted to financial regulation (LabEx ReFi). He also holds the Robert Frey endowed chair of quantitative finance at Stony Brook University (SUNY).
He is a member of the Praxis Club, a New-York based think tank advising the French government on its economic policy and other related topics and on the “risk committee” of Finance Innovation, a French official entity supporting innovation in financial software.
In 1999, along with Ingmar Adlerberg, a computer scientist from INRIA and MIT, Raphaël co-founded Riskdata. Since then, he has been at the heart of Riskdata’s innovating mathematical models.