Quantitative Finance International Network

People

Carol Alexander

Carol Alexander is Professor of Finance and Managing Editor of the Journal of Banking and Finance, with Geert Bekaert.. She was Chair of Financial Risk Management at the ICMA Centre in the Henley Business School at Reading (1999 – 2012) and lecturer in Mathematics and Economics at the University of Sussex (1985 - 1998). She holds degrees from the University of Sussex (BSc First Class, Mathematics with Experimental Psychology; PhD Algebraic Number Theory) and the London School of Economics (MSc Econometrics and Mathematical Economics). She also has an Honorary Professorship at the Academy of Economic Studies in Bucharest, Romania.

Carol has held the following positions in financial institutions: Fixed Income Trader at UBS/Phillips and Drew (UK); Academic Director of Algorithmics (Canada); Director of Nikko Global Holdings and Head of Market Risk Modeling (UK); Risk Research Advisor, SAS (USA). She also acts as an expert witness and consultant in financial modelling. From 2010 – 2012 Carol was Chair of the Board of PRMIA (Professional Risk Manager's International Association).

She publishes widely on a broad range of topics, including: volatility theory; option pricing and hedging; trading volatility; hedging with futures; alternative investments; random orthogonal matrix simulation; game theory and real options. She has written and edited numerous books in mathematics and finance and published extensively in top-ranked international journals. Her four-volume textbook on Market Risk Analysis (Wileys, 2008) is the definitive guide to the subject.

Ding Chen

Ding Chen joined the University of Sussex in September 2014 as Lecturer in Finance. He obtained his PhD in Finance from University of Nottingham in 2014.

Michael Coulon

Michael Coulon is a Lecturer in Finance in the department of Business and Management. 

Prior to joining the University of Sussex in July 2013, Michael worked as a postdoctoral research associate and associate research scholar at Princeton University (2009-2013), in the department of Operations Research and Financial Engineering (ORFE).  His postdoc was supported by the National Science Foundation (NSF) through Princeton’s research training group (RTG) in Stochastic Analysis and Applications.  He was actively involved in the design and teaching of undergraduate and masters-level courses in finance, the advising of undergraduate senior theses, and also a member of the Princeton Laboratory for Energy Systems Analysis (PENSA).

Michael completed a PhD (DPhil) in Mathematics in 2009 at the University of Oxford, as a member of the Mathematical and Computational Finance Group, and with a thesis focused on the modelling of electricity prices.  He also holds a Master in Finance degree from Princeton University, and a BSc in Mathematics from Imperial College, London.  He has also worked for short periods in the financial industry, at JPMorgan and Goldman Sachs.  

Michael’s research activities centre on quantitative finance and its application to energy and other commodity markets. He has developed various commodity price models and derivative pricing techniques, especially for wholesale electricity markets, as well as environmental markets such as carbon allowances and green certificates. He has designed new and innovative teaching material on such topics, regularly presents his research at leading international conferences in this field, and has published in top international journals.  He has also collaborated with a variety of energy companies and other industry partners to apply mathematical techniques to practical risk management and valuation problems.

Nikolas Karouzakis

Nikolas Karouzakis is a Lecturer in Finance at the Department of Business and Management since February 2015. Prior to joining the University of Sussex, Nikolas worked as a postdoctoral researcher (2013-2015) on an EPSRC funded research grant, at the Department of Statistics at the London School of Economics.

Nikolas received his PhD in Finance from Cass Business School, City University London. He also holds an MSc in Financial Engineering from Birkbeck College, Un. of London, an MSc in Control Systems from Imperial College London and a BEng in Electrical and Electronic Engineering from City University, London.

Prior to starting his PhD studies, Nikolas spent almost two years working as Market Risk analyst at the Risk Management division of Marfin Investment Group in Athens, Greece. His job was mainly focused on developing different ‘VaR’ methodologies and analysing bonds and derivatives portfolios’ risk exposure.

Andreas Kaeck

Prior to joining the Finance Group at Sussex, Andreas Kaeck was an Assistant Professor of Finance at the University of St Gallen, Switzerland. Andreas has previously taught many finance courses at postgraduate level, including market risk, derivatives, portfolio theory and asset pricing. His research interests cover investment-related research problems (e.g. optimal portfolios based on recent product innovations like volatility derivatives) and general asset pricing issues. He also applies statistical methods to the estimation and implementation of advanced option pricing models and to stochastic volatility and jump models in particular.

Mike Osborne

Mike Osborne holds a PhD in Financial Economics from Middlesex University and MPhil in International Monetary Economics from Liverpool University. He got his BA Economics from Newcastle University, PGCE from Oxford University and MA in Economics of Money & Finance from Sheffield University.

In the past he has been a Director of the MasterCard Academy in Europe for MasterCard Worldwide, VP in HR Policy & Planning for Gulf International Bank, Director of Education for ACI - the Financial Markets Association, Head of Banking Studies for the Bahrain Institute of Banking & Finance, Economic Advisor in HM Treasury, UK and Lecturer/Researcher at Universities of Bahrain, Durham, Northumbria and Sheffield Hallam.

Anannit Sumawong

Anannit Sumawong (aka Poppy) obtained an MSc in Financial Risk Management from the ICMA Centre, University of Reading in 2010 with distinction. He also holds a BEng in Mechanical Engineering from Imperial College London and an MSc in International Financial Management from Surrey University. He is currently pursuing his PhD in energy derivatives.