The Chair of Quantitative Finance has been formally launched at École Centrale Paris – now CentraleSupélec – in October 2007. Its purpose is to maintain a research group dedicated to the empirical and theoretical study of financial markets, focusing in particular on market microstructure in order-driven markets. Our research spans along three main directions: empirical market microstructure; mathematical modelling in continuous time; numerical simulation of order books and trading strategies. This research is made possible thanks to huge databases – such as the Thomson-Reuters TRTH – that provide us with an invaluable environment for the conception, development and back-test of our models. Starting in 2014 with the acquisition of the Factset database, a new trend of research has been initiated, aimed at understanding the interactions between capital structure, fundamental data and market behaviour. These new studies depart from the more traditional approaches to market microstructure by mixing vastly different time-scales, from quarterly to micro-second data. In March 2013, the Chair has been certified by the Labex Louis Bachelier “Finance et Croissance Durable”.