Awards
- Award for Excellence in Cross-Disciplinary Research, The Royal Society & The Royal Academy of Engineering, 2017
- SIAM Fellow, Society for Industrial and Applied Mathematics (SIAM), 2017
- Grand Prix Louis Bachelier de l'Academie des Sciences., French Academy of Sciences, 2010
Membership of Professional Bodies
- Member, London Mathematical Society, 2012
- Board Member, Societe de Mathematiques Appliquees et Industrielles (SMAI), 2011
- Chair of Activity Group on Financial Mathematics, Society for Industrial and Applied Mathematics (SIAM), 2010 - 2012
Links with Other Academic Bodies
- Visiting professor, Dept of Mathematics, Scuola Normale Superiore, 2013 - 2013
Commercial Spinoffs
- Finance Concepts, Head of Research & Development, Design of innovative solutions for risk management in large financial institutions and exchanges., 2004
Editorial Boards
- Mathematical Finance, Editor in Chief
- Stochastic analysis and applications, Associate Editor
- SIAM Series on Financial Mathematics, Editor
- Statistics and Risk Modeling, Editor
- SIAM Journal of Financial Mathematics, Associate Editor
- Methodology and Computing in Applied Probability, Associate Editor
- Chapman & Hall/CRC Financial Mathematics Series, Series Editor
- Operations Research, Associate Editor
- Quantitative Finance, Associate Editor