Raphael Douady is a French mathematician and economist specializing in financial mathematics and chaos theory. He holds the Frey Family endowed chair of quantitative finance at Stony Brook University (SUNY), and is also the international representative (and former academic director) of the Laboratory of Excellence on Financial Regulation (Labex ReFi, a joint initiative of University of Paris 1-Sorbonne, ESCP-Europe, CNAM and ENA) and affiliated with the French National Centre for Scientific Research (CNRS). He co-founded fin-tech firms Riskdata (1999) and Datacore (2015). He has more than twenty years of experience in the banking industry (risk management, option models, trading strategies) and thirty-five years of research in pure and applied mathematics. His work in mathematical finance has focused on extreme risk, for which he developed the theory of polymodels, and on systemic risk and the anticipation of market instabilities and crises. He also authored a seminal article on infinite dimensional interest rate models, and a rating-based credit derivatives model that introduced the notion of “rating surface”. His background in pure mathematics is in dynamical systems, chaos theory and symplectic geometry. He studied at Ecole Normale Supérieure in Paris and earned his PhD in mathematics in 1982 from the University of Paris 7.