Kexin (Coco) SHAO

PhD student at Inria, Cermics, Ceremade

I am a PhD Student in Applied Mathematics affiliated to three institutions: Inria Project Team MATHRISK, CEREMADE - Université Paris Dauphine, and CERMICS - École nationale des ponts et chaussées, under the supervision of Professor Agnès SULEM and Professor Benjamin JOURDAIN.

Research Interests:

  • Martingale Optimal Transport.
  • Probability Theory.
  • Mathematical finance.
Curriculum Vitae


  • Master of Science, Mathematics in Finance, New York University - Courant Institute of Mathematical Sciences (NYU Courant). New York, NY, USA. 2020.
  • Bachelor of Science, Mathematics. Marietta College, Marietta, OH, USA. 2019
  • Bachelor of Arts, Economics. Marietta College, Marietta, OH, USA. 2019
  • Bachelor of Arts, Music. Marietta College. Marietta, OH, USA. 2019

  • Experiences:

  • Société Générale CIB, Equity Derivatives Structuring. New York, NY, USA. 2021
  • Credit Suisse, Market Risk Summer Associate. New York, NY, USA. 2020
Publications & Preprints
Conferences and Talks
  • Project for 1A, Ecole des Ponts ParisTech. Project description.
  • Scientific Computing in Finance, NYU.

Kexin (Coco) SHAO
2 Rue Simone IFF
75012 Paris