About me

Currently, I am a postdoctoral researcher at the Oxford-Man Institute, University of Oxford.

I hold a Ph.D. in Mathematics from Université Paris 1 Panthéon-Sorbonne. Prior to my doctoral studies, I worked for five years in the hedge-fund industry, engaging in research and development related to derivatives pricing and systematic trading.


My research focuses on effectively combining elements of Mathematics and Machine Learning for financial decision problems in both traditional finance and decentralized finance, with a focus on transfer learning, deep PDE solving, optimal execution, and market making.

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.


faycal.drissi (at) gmail.com