Dr. Raphael Douady is a French mathematician and economist specializing in data science, financial mathematics and chaos theory at the University of Paris I-Panthéon-Sorbonne. He formerly held the Frey Chair of quantitative finance at Stony Brook University and was academic director of the French Laboratory of Excellence on Financial Regulation. He has particular interest in researching portfolio risks, for which he has developed especially suited powerful nonlinear statistical and data science models, as well as macroeconomics and systemic risk.

Dr. Raphael Douady is the Chief Research Officer of NM FinTech. He also founded the fintech firms Riskdata (risk management for the buyside) and Datacore (quantitative portfolio of ETFs). He advises several quantitative hedge funds on their risks and trading strategies. With Nassim Taleb and Robert Frey, he has founded the Real World Risk Institute, aimed at educating the industry on extreme risks. Raphael is a member of the Praxis Club, a New York-based think tank advising the French government on its economic policy and sits on the board and the investment committee of Friends of IHES, a foundation supporting the Institut des Hautes Etudes Scientifiques (the French brother of Princeton IAS).

Dr. Raphael Douady is an alumni of Ecole Normale Supérieure in Paris and was awarded a gold medal at the International Mathematical Olympiads. He earned his PhD in Hamiltonian dynamics and has more than 25 years of experience in the financial industry.