The IEOR Department Welcomes Thibaut Mastrolia as a new Assistant Professor

Thibaut Mastrolia will join the IEOR department as a new assistant professor in July 2021

The Department of Industrial Engineering & Operations Research is excited to announce that Thibaut Mastrolia will be joining the department as a new assistant professor starting in July 2021. Thibaut is joining from École Polytechnique, where he was an assistant professor in applied mathematics. 

Thibaut’s research interests lie at the intersection of stochastic control, game theory, finance and optimization. He is interested in developing new stochastic models and tools to solve optimization problems related to financial regulation, market microstructure and population dynamics.

When asked about what is most exciting in the field of IEOR right now, Thibaut responded, “Stochastic optimization with a large number of actors in financial or economic systems is one of the subjects of IEOR that I am most passionate about. It allows us to design mechanisms that guide the behavior of several agents.”

Thibaut will teach INDENG 222 – Financial Engineering Systems I and INDENG 223 – Financial Engineering Systems II for the 2021-2022 academic year for masters and doctoral students pursuing professional or research careers, and wishing to learn more about topics and approaches for financial technology, credit risk and analysis, and pricing.

“Berkeley IEOR is a distinguished place to innovate. I am looking forward to working with bright and motivated students in a friendly atmosphere that promotes equity, diversity, and inclusion. All the ingredients are in place at Berkeley for exciting research and teaching in a nice environment,” says Thibaut about what he is looking forward to most about joining Berkeley.

The Department and IEOR community wishes Thibaut congratulations on his appointment and looks forward to welcoming him to Berkeley!