Mr. Charles-Albert Lehalle is Quantitative Research & Development Lead at ADIA.
Mr. Lehalle started his career managing AI projects at the Renault research center and moved to the financial industry with the emergence of automated trading in 2005. He was Global Head of Quantitative Research at Crédit Agricole Cheuvreux, and Head of Quantitative Research on Market Microstructure at Crédit Agricole Corporate Investment Bank, before moving to Capital Fund Management.
He received the 2016 Best Paper Award in Finance from Europlace Institute for Finance (EIF) and has published more than fifty academic papers and book chapters. He co-authored the book “Market Microstructure in Practice” (World Scientific Publisher, 2nd edition 2018), analysing the main features of modern markets.
Moreover, he studied machine learning for stochastic control during his PhD on nonlinear control and artificial neural networks, and later on defended his “Habilitation à Diriger les Recherches” on mathematical models to study and control the price formation process.
He is also a member of the Scientific Directory of the Louis Bachelier Institute, Lecturer at UC Berkeley and Paris 6 Sorbonne Université and Ecole Polytechnique “Probability and Finance” Master.