Scolarships and research grants

Conditions for Ph.D grants

The Foundation regularly reaches out to Ph.D schools, management schools and Master supervisors to launch tender bids. The Scientific Council considers the applications and makes its decision, following which the Foundation awards a full three-year grant to a Ph.D student in the amount of €100,000 spread out over three years, i.e., either by awarding one or two half-grants, or else it provides grants for Ph.D students to complete their thesis.

Conditions for complementary research funding

The Natixis Foundation for Research & Innovation also funds research work and events in the quantitative research field. Maximum funding is set at €10,000.

Funded theses

• 2017 grant

Yannick Armenti, supervised by Stéphane Crépey of Evry University – Paris Saclay

Thesis topic: Clearing houses: XVA Analysis, Risk Measures and Applications to Centrally Cleared Trading

• 2016 grant

Yi Lu, supervised by Professor Rama Cont of Pierre and Marie Curie University – Paris VI

Thesis topic: Non-anticipative functional calculus and applications to stochastic processes

• 2014 grant

Chau Ngoc Huy, supervised by Professor Peter Tankov of Paris Diderot University – Paris VII

Thesis topic: Value of information in financial markets and applications to study hedging strategies in financial markets using arbitrage

Gustaw Matulewicz, supervised by Professor Emmanuel Gobet of École Polytechnique

Thesis topic: Statistical inference of Ornstein-Uhlenbeck processes: generation of stochastic graphs, sparsity, applications in finance

• 2013 grant

Géraldine Bouveret, supervised by Professor Jean-François Chassagneux of Imperial College London

Thesis topic: Risk Management in Pension Funds: Portfolio Optimisation under a Dynamic Solvency Constraint in Probability

• 2012 grant

Pierre Blanc, supervised by Professor Aurélien Alfonsi CERMICS ParisTech and University Paris-Est Marne-la-Vallée research lab, half-grant

Thesis topic: Market impact and limit order book

• 2008 grant

Andréea Minca, supervised by Professor Rama Cont, Research Director at CNRS and at the Probabilities, Statistics and Modelling Laboratory at Pierre and Marie Curie University – Paris VI

Thesis topic: Mathematical Modelling of Financial Contagion, defended in 2011

Andréea Minca is currently Professor at Cornell University in the US.