More than 100 participants gathered at Campus de l’Arche for Quantitative Finance at La Défense (QF@LD) 2026. Organised jointly by ESILV’s Finance Department and the De Vinci Research Center (DVRC), the conference brought together internationally recognised academics, quantitative finance professionals and graduate students around current research topics in financial markets.
The event provided a forum for discussions on recent developments in quantitative finance, with presentations covering advanced mathematical models, financial market analysis and applications used by the financial industry.
A conference dedicated to quantitative finance research
Quantitative Finance at La Défense (QF@LD) was created to encourage exchanges between academic research and professional practice in quantitative finance. Hosted in the heart of Europe’s largest business district, the conference focused on research questions that shape financial markets and investment strategies.
Researchers, finance professionals, doctoral candidates and students attended the one-day event. More than 100 participants took part in the conference, reflecting its growing visibility within the quantitative finance community in France and abroad.
The conference was organised by the ESILV Finance Department and the De Vinci Research Center, with an organising committee composed of four faculty members from ESILV: Jean-Gabriel Attali, Head of Quantitative Finance Department at ESILV, Matthieu Garcin, Director of the major Quantitative Finance, Duc Thi Luu, Lecturer and Researcher in Finance and Assistant Professor and Jiang Pu, Professor and Researcher.
The programme combined academic perspectives and industry expertise through invited presentations and thematic sessions devoted to current challenges in finance.
Jean-Gabriel Attali, Head of Quantitative Finance Department at ESILV, Matthieu Garcin, Director of the major Quantitative Finance
Four thematic sessions on contemporary financial markets
The conference programme was structured around four major research areas:
Quantitative portfolio management
Presentations examined portfolio construction techniques, asset allocation models and quantitative investment strategies used by asset managers.
Financial connectedness and risk transmission
Researchers explored how financial shocks propagate across institutions and markets, as well as the mechanisms that contribute to systemic risk.
Volatility modelling and volatility arbitrage
This session focused on mathematical approaches to describe and forecast historical volatility and dynamic volatility smiles, discovering arbitrage opportunities arising from market changes.
Market microstructure and liquidity
Speakers discussed trading mechanisms, liquidity formation and the behaviour of financial markets at high frequency.
These topics remain central to both academic research and professional quantitative finance practice.
International academics and finance professionals
The conference featured eleven distinguished speakers from universities, research centres and financial institutions across major European financial hubs, including Paris, London, Milan and Frankfurt.
Paolo Barucca, Associate Professor, UCL Computer Science
- Jean-Philippe Bouchaud, Chairman and Chief Scientist at Capital Fund Management (CFM), member of the French Academy of Sciences
- Raul Leote de Carvalho, Deputy Head of Quantitative Research, BNP Paribas Asset Management
- Paolo Barucca, Associate Professor, UCL Computer Science
- Bastien Buchwalter, Assistant Professor, SKEMA Business School and Université Côte d’Azur
- Paolo Bartesaghi, Assistant Professor, University of Milan
- Markus Bibinger, Professor of Applied Stochastics, Julius-Maximilians-Universität Würzburg
- Othmane Zarhali, CEREMADE, Université Paris Dauphine–PSL
- Stefano De Marco, Professor of Applied Mathematics, École Polytechnique
- Olivier Guéant, Full Professor of Applied Mathematics, Université Paris Cité
- Sergio Pulido, Associate Professor, ENSIIE
- Paul Besson, Head of Quant Research, Euronext
The combination of academic researchers and senior industry practitioners contributed to discussions spanning both theoretical advances and practical applications.
ESILV connecting research, industry and education
The conference reflects the activities developed by ESILV and the De Vinci Research Center in quantitative finance. Through research seminars, academic collaborations and industry partnerships, the Finance Department maintains close links with developments in financial mathematics, quantitative modelling and data-driven finance.
For ESILV engineering students specialising in Financial Engineering and quantitative finance, events such as QF@LD provide direct exposure to current research topics, emerging methodologies and professionals working in asset management, market infrastructure, risk management and quantitative research.
Participants took part in the conference, reflecting its growing visibility within the quantitative finance community in France and abroad.
The discussions held during the conference highlighted how advanced mathematics, statistics, machine learning and computational methods continue to influence the analysis and operation of modern financial markets.
Interested in quantitative finance and financial engineering? Learn more about the ESILV Engineering programme and the Financial Engineering specialisation
