Alumni

Ezequiel Antar

PhD (Risk Measures and Financial Innovation wit Backward Stochastic Difference/Differential Equations)

Currently Senior Analyst at Quantitative Risk Management, Inc., London

James Murphy

PhD (Hidden States, Hidden Structures: Bayesian Learning in Time Series Models)

Currently Postdoctoral Research Associate, Information Engineering Division, Department of Engineering, University of Cambridge

Omri Ross

PhD (Essays on Noise Traders Risk in Financial Markets)

Currently Postdoctoral Researcher, Management Engineering, Technical University of Denmark

Arun Thillaisundaram

PhD (The Merton Problem with a Drawdown Constraint on Consumption & Generalisations of Put-call Symmetry and Self-Duality)

Pawel Zaczkowski

PhD (to come)

Currently Quantitative Analyst at G-Research, London

Liang Zhang

PhD (to come)

Moritz Duembgen

PhD (to come)

Francois Berrier

PhD (Two Topics in Financial Mathematics: Forward Utility and Consumption Functions & Hedging with Variance Swaps in Infinite Dimensions)

Currently Financial Engineer at Moore Capital Management, London

Angus Brown

PhD (On Heterogeneous Beliefs, Insurance Pricing and the Effects of Market Clearing)

Currently Quantitative Analyst at Goldman Sachs

Seung Yang

PhD (Entropy Based Models of Portfolio Credit Risk)

Currently Quantitative Analyst at Credit Suisse, London

Ke Tang

PhD (Stochastic Behaviour of Commodity Prices and Spreads with Applications)

Professor of Finance, Institute of Economics, School of Social Science, Tsinghua University, Beijing

Pia Berg-Yuen

PhD (Operational Risk Capital in Banking)

Currently Assistant Professor, School of Business Administration, University of Hawaii at Manoa, Honolulu

Vasco Leemans

PhD (Modelling Local Order Book Dynamics in Financial Markets)

Currently Executive Director, Head of eFX Spot Trading Quant Analytics at Royal Bank of Scotland, London

Luitgard Veraart

PhD (Mathematical Models for Market Making, Option Pricing and Systemic Risk)

Currently Associate Professor, London School of Economics

Hok Gwan Go

PhD (Dynamic Sampling Methods For Long Term Wealth Management)

Currently Senior Consultant at Beta Optimization Associates, Hong Kong

Yee Sook Yong

PhD (Scenario Generation For Dynamic Fund Management)

Currently Executive Director at Credit Suisse AG, Singapore

Peppe di Graziano

PhD (Topics in Credit Derivatives, Stochastic Volatility and Equilibrium Pricing)

Currently Quantitative Analyst at Deutsche Bank, London

Rob Smith

PhD (Using a Structural Credit Model to Link the Equity and Debt Markets)

Currently Senior Analyst at Nomura Research Institute, London

Muriel Rietbergen

PhD (Long-Term Asset and Liability Management for Minimum Guaranteed Return Funds)

Currently Executive Director at Coutts, London

Surbjeet Singh

PhD (to come)

Currently Quantitative Analyst at Barclays Global Capital

Arnaud Jobert

PhD (Uncertainty, Incompleteness and Risks in Financial Markets)

Currently Managing Director at J P Morgan Chase, London

Alessandro Platania

PhD (to come)

Currently Quantitative Analyst at ABN Amro, London

Marie Claire Lennon

PhD (Intensity Based Modelling with Dynamic Correlation Applied to Portfolio Credit Risk)

Currently Executive Director at Goldman Sachs, London

Benjamin Carton de Wiart

PhD (Wavelet Optimized PDE Methods for Financial Derivatives)

Currently Managing Director at Morgan Stanley, London

Gerrit Grobe

PhD (Real Options Analysis of Investments Under Multiple Sources of Uncertainty)

Currently Senior Manager, Finance at PwC network of firms (formerly Booz & Company), Cologne

John Aquilina

PhD (to come)

Currently Quantitative Analyst at UBS, London

Santiago Arbeleche

PhD (Econometric Modelling for Global Asset Management)

Currently Head of Group Internal Model Validation at Assicurazioni Generali, Milan

Michael Villaverde

PhD (Stochastic Optimization Approaches to Pricing, Hedging and Investment in Incomplete Markets)

Currently Partner at Ashenden Capital LLP, London

Yazann Romahi

PhD (Learning Techniques in High Frequency Foreign Exchange Trading)

Currently Managing Director at J P Morgan Asset Management, London

Peter Hartley

PhD (to come)

Currently Analyst at Decura

Shahab Khokhar

PhD (Valuation of Strategic Investments using Real Options Analysis)

Currently Entrepreneur & Investor at HS Capital SA, Geneva

Srikanth Veturi

PhD (Evolutionary Algorithms for Currency Trading)

Currently a Quantitative Analyst at Bank of America, Chicago

Jon Heritage

PhD (to come)

George Hong

PhD (Pricing and Hedging of Spread Options with Stochastic Component Correlation)

Currently Managing Director at Credit Suisse, Hong Kong

Anna Sembos

PhD (Dynamic Stochastic Programming for Strategic Planning Problems)

Currently Managing Director at Credit Suisse, New York

Marios Kyriacou

PhD (Financial Risk Measurement and Extreme Value Theory)

Currently Head of Risk Management at Piraeus Bank, Cyprus

James Scott

PhD (Modelling and Solution of Large-Scale Stochastic Programmes)

Currently Quantitative Developer at Credit Suisse, London

Akilesh Eswaran

PhD (Wavelet Based PDE Valuation of Swaps and Swaptions)

Currently Managing Director, Equity Derivative Structuring at Deutsche Bank, London

Fas Yousaf

PhD (to come)

Currently Senior Analyst at HSBC

Darren Richards

PhD (Pricing American Exotic Options)

Currently CEO at OAC Actuaries and Consultants PLC, London

Chris Jones

PhD (Automated Technical Foreign Exchange Trading with High Frequency Data)

Currently Managing Director, Head of Public Markets & Alternatives at bfinance, London

Nieves Hicks Pedron

PhD (Model Based Asset Management: A Comparative Approach)

Currently Manager of Energy Trading and Risk Management Systems at A2A, Milan