Biography
Since September 2025, I am a Maîtresse de Conférences (Assistant/Associate Professor) in the CEREMADE at Université Paris Dauphine – PSL. My research lies at the intersection of stochastic control and game theory, especially continuous-time contract theory, motivated by applications in energy, finance, and epidemiology.
Before joining Dauphine, I was an Assistant Professor in the Department of Operations Research and Financial Engineering (ORFE) at Princeton University (2021–2025), where I taught the undergraduate course ORF 418: Optimal Learning, and the Graduate course ORF 527: Stochastic Calculus. I received a Great Teaching Award for ORF 527 in Spring 2025. My research was partially supported by the NSF grant DMS-2307736.
Previously, I was a Research Associate in the Department of Mathematics & CFM - Imperial Institute of Quantitative Finance at Imperial College London (2020–2021), where, I taught a short course on Market Microstructure in the MSc Mathematics and Finance.
From October 2017 to September 2020, I was a PhD student at LAMA Laboratory, Université Gustave Eiffel, under the supervision of Romuald Elie (LAMA) and Dylan Possamaï (Department of Mathematics, ETH Zürich). I defended my PhD thesis in December 2020. During my PhD, I was also a consulting PhD for the R&D Department of EDF, and a Teaching Assistant at ENSAE Paris–Tech in Microeconomics.
Publications
Articles
Hubert E. (2023), Continuous-time incentives in hierarchies, Finance and Stochastics, vol. 27, n°3, p. 605-661 
Hubert E., Mastrolia T., Possamaï D., Warin X. (2022), Incentives, lockdown, and testing: from Thucydides’ analysis to the COVID-19 pandemic, Journal of Mathematical Biology, vol. 84, n°5, p. 37
Alasseur C., Chaton C., Hubert E. (2022), Optimal contracts under adverse selection for staple goods such as energy: Effectiveness of in-kind insurance, Energy Economics, vol. 106, p. 105785
Elie R., Hubert E., Mastrolia T., Possamaï D. (2021), Mean–field moral hazard for optimal energy demand response management, Mathematical Finance, vol. 31, n°1, p. 399-473