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Thibaut Mastrolia

Assistant Professor, University of California Berkeley

Teaching & Students

Supervision of PhD students

  • Current PhD students:
    • Julius Graf (1st year, IEOR department, UC Berkeley).
    • Isabel Agostino (3rd year, IEOR department, UC Berkeley).
    • Hao Wang (3rd year, IEOR department, UC Berkeley).
    • Haoze (William) Yan (3rd year, IEOR department, UC Berkeley).
  • Past PhD Students:
    • Alberto Gennaro (IEOR, UC Berkeley 2021-2026).
      Currently Senior associate in machine learning at JP Morgan.
    • Tianrui Xu (Department of Mathematics, UC Berkeley, co-supervised with Steven N. Evans, 2020-2025).
      Currently Full time associate at Bank of America.
    • Joffrey Derchu (Ecole Polytechnique, co-supervised with Mathieu Rosenbaum, 2019-2022).
      Currently Quantitative researcher at Jump Trading.

Classes taught at UC Berkeley

Financial engineering:
Fall 2021-2022, INDENG 223. Financial Engineering Systems II.
Spring 2022-2023-2024-2025, INDENG 222. Financial Engineering Systems I.

Risk and probability theory:
Fall 2022-2023-2024. INDENG 241. Risk modeling, Simulations, and Data Analysis.
Spring 2024. INDENG 172. Probability and Risk Analysis for Engineers.

I also sponsor the DeCal Intro to quantitative finance class every semester since 2023.