Rémi Surat
I am a PhD student at CERMICS and BNP Paribas CIB, advised by Julien Guyon, Grégoire Loeper and Loucas Pillaud-Vivien.
Previously, I graduated with a Master’s degree in Quantitative Finance (M2MO 
) from ENSAE Paris and Université Paris Cité. I completed my Master’s thesis during a research internship at Capital Fund Management (CFM 
). Then, I did a research internship at OIST, Okinawa, Japan, before starting my PhD.
Prior to that, I obtained a Master’s degree in Applied Mathematics and Data Science from Université Paris Cité, and a Bachelor’s degree in Applied Mathematics and Computer Science from Université Gustave Eiffel.
Research Interests
My research interests lie at the intersection of quantitative finance and artificial intelligence, with a particular focus on generative models and their applications to financial modeling.
News
| Oct 20, 2025 | Start of my PhD at CERMICS and BNP Paribas CIB, within the quantitative research team. Work on the study of generative models of financial time series. |
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| Apr 03, 2025 | Start of my research internship at OIST, Okinawa, Japan, within the MLDS team. Supervised by Prof. Makoto Yamada and Prof. Kenji Fukumizu. Worked on flow-based generative models and diffusion models. |
| Apr 08, 2024 | Start of my research internship at CFM, within the Statistical Arbitrage team. Supervised by Vipin Kerala Varma, Dario Villamaina, and Alexios Beveratos. Worked on the study implied volatility surfaces around major market events. |