Biography

I graduated from Ecole Polytechnique (Palaiseau, France) in 1985, and obtained my PhD in Aeronautics and Astronautics at Stanford University in March 1990. I was a faculty member of the Ecole Nationale Supérieure de Techniques Avancées (Paris, France) from 1992 until 1999, and held part-time teaching appointments at Ecole Polytechnique within the Applied Mathematics department and Université de Paris-I (La Sorbonne) in the Mathematics in Economy program. II joined the Berkeley faculty in April 1999 as an Acting Associate Professor, and obtained my tenure in May 2001. I went on leave from UC since July 2003 until September 2006 to work for SAC Capital Management, a hedge fund based in New York and Connecticut. Since then I have been back full time at UC Berkeley in the EECS department. I teach optimization in that department (EE 127 / EE 227AT and EE 227BT), and a class on Optimization Models within the Masters of Financial Engineering at the Haas School of Business.

I am the recipient of a Bronze Medal for Engineering Sciences, from the Centre National de la Recherche Scientifique (France), a CAREER award, an Okawa research grant, and a Google research grant. I am also the co-recipient of a SIAM optimization prize.