Summary
Eduardo Jaber is a mathematical finance professor and researcher based in Paris, specializing in stochastic invariance, affine processes, volatility modeling and portfolio optimization. He combines academic leadership at École Polytechnique with hands-on industry experience from AXA IM and Amundi, applying advanced stochastic methods to practical risk and asset-management problems. Trained at ENSAE and Université Paris Dauphine, he bridges rigorous applied mathematics with quantitative finance and data-science tools developed during his CIFRE-funded work. Notably, his career traces a steady progression from industry quant to postdoc and faculty, reflecting both theoretical depth and a pragmatic focus on implementable models for volatility and covariance estimation.
2 years of coding experience
10 years of employment as a software developer
Master’s degree (Graduate class of 2014) Quantitative finance and financial engineering, Master’s degree (Graduate class of 2014) Quantitative finance and financial engineering at ENSAE Paris
Master's degree With High Honors: Quantitative Finance & Data Science Modélisation aléatoire (M2MO ex DEA Laure-Elie), Master's degree With High Honors: Quantitative Finance & Data Science Modélisation aléatoire (M2MO ex DEA Laure-Elie) at Université Paris Cité
PhD Candidate Applied Mathematics, PhD Candidate Applied Mathematics at Université Paris Dauphine - PSL
Classes préparatoires scientifiques (MPSI MP**), Classes préparatoires scientifiques (MPSI MP**) at Lycée Louis-Le-Grand
French, Arabic, English, Spanish