Saad Mouti

Assistant Professor, Department of Mathematics and Physics
Coordinator, B.S. in Actuarial and Mathematical Sciences
University of New Haven

I work on volatility modeling, inference for asset pricing models, and risk in insurance and energy markets. One question runs through all of it: what does a finite sample of data license us to conclude. It is the question behind the standard errors for cross-sectional fit, behind the estimator failures in the rough volatility work, behind the chance constraints in energy procurement, and behind the resampling design in I-Rand.

My Ph.D. is in applied mathematics in finance from Pierre and Marie Curie University, advised by Nicole El Karoui and Mathieu Rosenbaum, and was carried out partly at AXA Group Risk Management, where I spent five years as a quantitative engineer. I then held postdoctoral and visiting positions at UC Berkeley, UC Santa Barbara, and Worcester Polytechnic Institute before joining New Haven in 2025. I am also a co-founder of Crosure, an insurtech startup, where I set up the actuarial function.

Most of my projects began with a problem someone had in practice: an insurer's hedging constraint, a buyer's round-the-clock carbon-free target, a loss record too short to price from. I am glad to hear from people working on problems like those, in academia or in industry.