From July 2007 till June 2009, Bossaerts was Swiss Finance Institute Professor at the Swiss Federal Institute of Technology in Lausane (Ecole Polytechnique Fédérale Lausanne, or EPFL, the sister campus of ETH in Zurich). There, he ran the Laboratory for Decision Making under Uncertainty. He helped EPFL set up its new master's program in financial engineering. Together with Erwan Morellec, he set up the Swiss Finance Institute Center at EPFL and hired the first batch of finance and mathematical finance professors that are now there. See the links above for information on the lab, program and center.
Since July 2009, Bossaerts continues to take care of the Laboratory for Decision Making under Uncertainty, on a temporary (percentage-wise and duration) basis.