Nizar Touzi

In September 2005, Touzi accepted a new position as the Chair in Mathematical Finance at the Tanaka Business School of Imperial College London. He worked at the Tanaka Business School for almost a year before holding his most recent and current position as a professor of applied mathematics at École polytechnique. He was also the head of the Department of Applied Mathematics at École polytechnique from September 2014 to August 2017.

Touzi’s most cited work, Applications of Malliavin Calculus to Monte Carlo Methods in Finance, was published right before this career change in August 1999. In 2001, Touzi transitioned to the Center for Research in Economics and Statistics to continue teaching applied mathematics. Along with teaching, he also co-led the Finance and Insurance Laboratory at CREST. Between 2001 and 2005, Touzi was an invited professor at multiple institutions, including the University of British Columbia, Princeton University, and the Center for Interuniversity Research and Analysis of Organizations.

Touzi completed his PhD in Applied Mathematics at the Paris Dauphine University under Éric Michel Renault in January 1994. He began his post-doctoral studies at the University of Chicago, doing such from October 1993 to May 1994. After this, he had an HDR at his alma mater, Paris Dauphine University, in January 1999.

Touzi began his academic career as an assistant professor at this same institution in September 1994. He worked there for five years before becoming a professor of applied mathematics at Pantheone-Sorbonne University in Paris in September 1999.

Nizar Touzi (born 1968 in Tunisia) is a Tunisian-French mathematician. He is a professor of applied mathematics at École polytechnique. His research focuses on analysis, statistics and algebra. He is being known for publications on optimization and stochastic control.