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Research Interests

Financial Technology

Blockchain technology, asset digitisation, and decentralised finance are reshaping the future of the financial landscape and challenging traditional stakeholders. In this context, my research primarily focuses on the economics and microstructure of decentralised financial markets and automated market makers.

Financial decision problems

More broadly, I am interested in combining Mathematics and Machine Learning to solve financial decision problems.

About me

I am currently a postdoctoral researcher at the Oxford-Man Institute, University of Oxford. I obtained a Ph.D. in Mathematics from Université Paris 1 Panthéon-Sorbonne in 2023, where my thesis focused on algorithmic trading problems in traditional electronic markets and in decentralised trading platforms that use Automated Market Makers (AMMs).

Prior to my doctoral studies, I spent five years in the hedge fund industry, engaging in research and development related to derivatives pricing and systematic trading.

Outside of Academia, I am passionate about climbing, mountaineering, running, and languages. Feel free to reach out to chat about research or any of these interests!

OMI Finance seminar

I am in the organising commitee of the OMI Finance seminar , which aims to discuss and promote academic and industrial work addressing the emerging challenges in finance. The seminar focuses the attention on the recent and cutting-edge contributions in economics, microstructure, monetary policy, decentralised finance, and financial technology. Contact me if you wish to attend or present.

Contact

faycal.drissi (at) gmail.com