Clément Rey

Clément Rey is an Assistant Professor at the Centre de Mathématiques Appliquées (CMAP) within École Polytechnique, France (2018–Present). He is a member of the Chaire Stress Test. His research focuses on numerical probabilities, stochastic analysis, financial mathematics, and related fields. Rey completed his PhD at École Nationale des Ponts et Chaussees (2012–2015), supervised by Aurélien Alfonsi and Vlad Bally, funded by the MATHRISK project. He held postdoctoral positions at LPSM/CREST (2018, supervised by Peter Tankov) and LPMA/UPMC (2016–2017, supervised by Gilles Pagès), funded by the Chaire Risques Financiers.

His research interests include high weak order discretization schemes for stochastic differential equations, recursive computation of invariant distributions for Feller processes, and optimal control for renewable energies. Rey's work bridges theoretical stochastic analysis with practical applications in finance and engineering.

Contact: Email, Homepage. Address: CMAP, Route de Saclay, 91128 Palaiseau, France.