Youssef Chahdi

PhD Student at CentraleSupélec

Speaker

Youssef Ouazzani Chahdi is a PhD candidate in Applied Mathematics at the MICS laboratory, CentraleSupélec (Université Paris-Saclay) under the supervision of Mathieu Rosenbaum and Damien Challet. Before starting his PhD, he worked in quantitative research at Global Trading Systems and as a quantitative analyst at Mazars. His research lies at the interface of market microstructure and quantitative finance, with a focus on market impact modeling, optimal trading, and the microstructural origins of rough volatility. A current line of work develops a unified framework linking order-flow regularity, market impact concavity, and volatility roughness.