Damien Challet

Damien Challet serves as a Lecturer at the Swiss Federal Institute of Technology Lausanne (EPFL) with an Invited guest appointment, teaching within the institutional structure EPFL > CDM > CDM-IF > IF-ENS. His primary teaching responsibilities include Financial Engineering and Financial Big Data courses.

His research focuses on Financial Engineering and Financial Big Data, emphasizing quantitative analysis of financial markets through large-scale data processing and algorithmic modeling. Key subfields include risk management, algorithmic trading systems, high-frequency data analytics, computational finance, market microstructure analysis, and machine learning applications in asset pricing.