Home
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. My thesis focused on the microstructure of traditional electronic markets and decentralised exchanges that use Automated Market Makers (AMMs).
Prior to my doctoral studies, I spent four years in the hedge fund industry doing research and development related to systematic trading and global macro.
Outside of Academia, I am passionate about climbing, mountaineering, and languages.
Research Interests
Blockchain technology, asset digitisation, and machine learning are reshaping the future of the financial landscape and challenging traditional stakeholders. In this context, my research focuses on (i) the economics of blockchains and decentralised financial systems, and on (ii) Machine Learning for financial decision problems.
Research grants and Awards
- 2025: Research Grant, Uniswap. Fixed for Floating Fee Swap in Decentralized Finance
- 2023: PhD research grant, G-Research, Unsupervised Learning for Algorithmic Trading.
- 2023: Best PhD Thesis prize, EWGCFM EURO Working Group for Commodities and Financial Modelling, Decentralized Finance, Execution and Speculation.
- 2022: Research Grant, Chaire Fintech University Paris Dauphine ‑ PSL. Decentralised finance and automated market making: Predictable loss and optimal liquidity provision
Editorial services
- Topic editor for The Journal of FinTech.
Events I organize
- 2026 OMI-SBS Conference on FinTech and Blockchain Economics.
- 2023 - 2026 OMI Finance Seminar.
- 2025: INFORMS Session on Blockchain Economics and Decentralized Finance.
- 2025: SIAM minisymp on Decentralized Finance and Market Microstructure.
- 2025: Workshop on Decentralized Finance and Market Microstructure, Fields Institute.
- 2025: Oxford-Harvard Conference on Decentralised Finance and Market Microstructure.
- 2023: Financial Technology Conference, University of Oxford.
- 2023: Blockchain@X‑OMI Workshop on Blockchain and Decentralized Finance, Ecole Polytechnique and University of Oxford.
Contact
faycal (dot) drissi (at) gmail.com