Teaching Faculty

This was followed by five years at Commerzbank, where he established a derivatives proprietary trading team and then became head of the equity quantitative research group. Most recently, Simon has been a managing director at Morgan Stanley as global head of the Equities Analytic Modelling Group. He now works as a consultant and trainer in mathematical finance.

As a Visiting Lecturer at the University of Oxford, Katia teaches courses on Statistics Financial Data Analysis and Decentralized Finance for the MSc in Mathematical and Computational Finance program. She is also a co-founder of Immersive Finance, a prominent FinTech company specializing in institutional-grade risk management and alpha generation for Digital Assets.

Enrique holds a PhD in Economics from City, University of London.

Dr De Bondt studies the psychology of investors and financial markets. His research is interdisciplinary. He has examined key concepts of bounded rationality, e.g., people's tendency to exaggerate the true impact of new information, their bent towards wishful thinking, or their biased perceptions of risk. Dr De Bondt is a frequent speaker to academics and investment professionals around the world and his research articles have appeared in many scholarly journals. He holds degrees in economics, engineering, and public administration, as well as a Ph.D. in Business Administration from Cornell University (1985).

His work has been published in renowned international journals and presented at top conferences. Dr vanden Broucke received a PhD in Applied Economics at KU Leuven, Belgium in 2014 after obtaining a Master’s degree (magna cum laude) in Business Economics: Information Systems Engineer from the same institution.

  After leaving the City he joined the staff of London Business School, where he set up the financial markets seminar programme, did research and maintained an active external teaching and consultancy practice. Dr Cox is the founding director of London Financial Studies and specializes in quantitative techniques, rates, inflation, risk management and derivative products.  He was on the executive education faculty of ICMB in Geneva (now Swiss Finance Institute) for fourteen years and continues to run programmes for professionals and their clients at leading financial institutions as well as the US and UK governments.

His book "Fundamentals of Stochastic Filtering" was published by Springer Verlag in their prestigious series Stochastic Modelling and Applied Probability. He has just completed the editorial work on "The Oxford Handbook of Nonlinear Filtering" - an advanced monograph on the subject. Professor Crisan is a member of the editorial board of the Journal of Mathematics and Computation published by the London Mathematical Society. He has developed and taught a course on Numerical Stochastics within the MSc programme in Mathematical Finance at Imperial College London.

Dr Dadachanji’s areas of expertise are the modelling of FX and Equity derivatives. He combines these specialist areas with a wide knowledge of general quantitative modelling, gained through years of senior-level engagement in the activities of global cross-asset quant teams. Dr Dadachanji is the founder and director of Model Quant Solutions, an independent consultancy providing bespoke financial quantitative analysis solutions. He holds a triple first in Natural Sciences and a PhD in Computational and Theoretical Physics, both from the University of Cambridge.

Toon plays a pivotal role in spearheading the development and management of the PRIIPs KID and ESG (SFDR/EET/...) cutting-edge solution that aligns with industry standards and regulatory compliance. Currently, with his expertise and unwavering dedication, Toon significantly bolsters growth and success at RiskConcile.

He spent three years as a rates and FX structurer at Morgan Stanley before moving to Deutsche Bank in London, where he joined a newly-formed team designing and selling structured products across Europe. In 1993 Richard joined General Re Financial Products, a AAA-rated derivatives boutique that rapidly became established as one of the world’s leading derivatives trading operations. At GRFP, Richard initially ran the structuring desk, before moving into trading (rates and FX exotics), and finished as a Managing Director and global co-head of structuring and sales. He joined Dresdner Kleinwort Wasserstein in 2002 before moving into the executive education industry in 2004. Richard has a 1st Class degree in Physics from St John’s College, University of Oxford.

He started his career as a big four risk advisory consultant, where he was mainly working on credit risk, Basel capital requirements, solvency II and derivatives valuations. As a certified Financial Risk Manager (FRM), he performs risk advisory projects for some major London based hedge funds. He combines market, credit and liquidity risk calculations with a software suite including Python, Neo4j, PostgreSQL and AWS.

Dr Geman has been a scientific advisor to major financial institutions, insurance companies and energy, commodity and mining companies for the last 21 years, covering the spectrum of interest rates, catastrophic risk, crude oil and natural gas, metals and agriculturals, including fertilizers and land. She was for five years Head of Research at Caisse des Depots in Paris, then has consulted for a large number of mining, oil companies and commodity houses, including Louis Dreyfus, BHP Billiton, EDF Trading, Bunge, Invivo, Wilmar International and Office Cherifien des Phosphates. Dr Geman has published over 140 papers (out of which 20 on Commodities and Shipping) in top international finance and insurance Journals including the Journal of Finance, Mathematical Finance, Geneva Papers on Insurance and Journal of Financial Economics. She was named in 1993 Member of Honour of the French Society of Actuaries. Her research includes catastrophic insurance, commodity spot and forward curve modelling, valuation of physical assets in the mining and agriculture industry, as well as exotic option pricing for which she won the first prize of the Merrill Lynch Awards in 1995. Dr Helyette Geman was named in 2004 in the Hall of Fame of Energy Risk. Her book Commodities and Commodity Derivatives: Energy, Metals and Agriculturals published by Wiley Finance in 2005 has become the reference in the field. Dr Geman is a Member of the Board of the UBS-Bloomberg Commodity Index. She counts among her PhD students Nassim Taleb, author of the Black Swan. She published in 2008 the book Risk-Management in Commodity Markets: from Metals to Agriculturals and Energy. Geman became in 2010 a Scientific Adviser to the European Union for Agricultural Commodities    Wiley Finance Published Author.

He is also a senior advisor at Solum Financial Derivatives Advisory. Jon is author of the books “The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin” (now in its fourth edition) and “Central Counterparties: The Impact of Mandatory Clearing and Bilateral Margin Requirements on OTC Derivatives”, both published by Wiley Finance. Jon holds a PhD from Cambridge University. Wiley Finance Published Author.

Throughout his career, he has taken on various roles in Surveillance, addressing the risk of Market Abuse, Money Laundering, and Unauthorised Trading. Driven by his educational background, Scott has developed a keen interest in studying the risk-taking personalities of traders, investigating the relationship between corruption and economic performance, and leveraging data science to enhance surveillance practices.

His experience includes management positions in risk management, trading, software development and quantitative research. He previously worked as Global Head of Interest Rate Modelling for Dexia Group, Deputy Head of Treasury Risk at the Bank for International Settlements (BIS), and Head of Quantitative Research and Deputy Head of Interest Rate Trading also at BIS. Marc's research focuses on interest rate modelling, risk management and their efficient implementation. More recently, he has focused his attention to market infrastructure (CCP and bilateral margin, exchange traded product design, regulatory costs). He publishes on a regular basis in international finance journals, and is a frequent speaker at academic and professional conferences. Marc is the author of the books "The multi-curve framework: foundation, evolution and implementation" and "Algorithmic Differentiation in Finance Explained". Marc holds a PhD in Mathematics from the University of Louvain, Belgium. He has been a research scientist and university lecturer in Belgium, Italy, Chile and the United Kingdom.

He subsequently held senior executive positions at Oliver, Wyman & Co., Commerzbank, HVB Group (currently part of Unicredit), Nagler & Company and was Chief Risk Officer at Erste Bank and Credit Suisse.  He is a frequent speaker at conferences and a contributor to various industry journals. His areas of expertise cover all classes of financial risk management including overall institutional strategy. Mr Horovitz holds an Engineering Diploma in Hydraulics from The Technical University Bucharest and an MBA in Finance from Stern Business School. He is also a certified GARP Financial Risk Manager (FRM).  

He currently pursues a PhD in Financial Mathematics at the KU Leuven where he studies the impact of climate change on financial markets and the development of climate stress tests. Ruben teaches courses on data management and analytics to graduate students from the KU Leuven and has been a speaker and workshop host at leading research institutions and business schools.

He then moved to ING as a front office quant on the exotic equity derivatives desk; and before the credit crunch hit, Dr Leoni realized that energy modelling had a lot of unsolved issues and decided to change his career path towards commodities, focusing on energy. Dr Leoni then spent 4 years in the trading unit of GDF Suez in Brussels, working thereafter for a private fund in Geneva and Macquarie Bank in London. He is currently the director of trading for the London/Geneva office of a privately owned trading firm. He holds a position of visiting professor for the Catholic University of Leuven in Belgium since 2011 and has published several articles on modelling, pricing and hedging derivatives in equity and commodities markets. In 2014, Dr Leoni published the book “Hedging and the Greeks Explained”.

Previously, Prof Ling was a senior Real Estate Investment Banker at JP Morgan, Lehman Brothers, Goldman Sachs and Salomon Smith Barney, performing a broad range of corporate finance, equity research and real estate financing. He was also a former Board Director of the CFA Society of Japan. Prof Ling was honoured as Real Estate Executive of the Year by Singapore Business Review in 2016, and as one of 20 Rising Stars in Real Estate by Institutional Investor in 2008. Prof Ling graduated from INSEAD with a Global EMBA and from the National University of Singapore with a Bachelor of Business Administration with Honours.

Previous roles include Chief Investment Strategist of Spain’s largest asset management company, BBVA AM, Chief Economist for Bank of America, Spain, Head of Fixed Income Research at FG / Merrill Lynch and Senior Economist for Nordea Bank. Henrik has been an adjunct professor of economics and finance at IE Business School since 2001 and has won numerous prizes for outstanding teaching. He is the author of: “Strategic and Tactical Asset Allocation: An Integrated Approach”, Palgrave Macmillan (2018).

Naina has been actively involved in the creation of innovative award winning structured transactions and negotiating complex financings. She has advised global institutions such as Credit Suisse, Citigroup and Goldman Sachs and spent many years practicing law at Allen & Overy, Linklaters and Sidley Austin Brown & Wood in multiple jurisdictions including London, New York, Hong Kong and Singapore. Naina holds a Law LL.B (Hons) degree from University College London and has worked in the Finance Know-how team at Clifford Chance. She is also an author and runs her own business consultancy.

He also advises banks on Basel III/IV and IFRS 9 issues, as well as being involved in all elements of capital ratios: reporting, measurement, stress testing, planning and optimization. Juan is one of the best known professionals in hedge accounting and the link between IFRS 9 impairment model and capital. Previously, he was responsible for the marketing of strategic equity derivatives to corporate and banking clients at BNP Paribas in London. With an MBA from University of Chicago, Juan moved to London to work at JP Morgan (Chase) and later Lehman Brothers, Barclays Capital and Banco Santander. He has devoted more than 20 years to marketing structured derivatives solutions, including commodity, credit, equity, fixed income and FX, and has witnessed at first hand the practical accounting issues related to these markets since the implementation of IFRS. Juan is the author of “Accounting for Derivatives” and “Handbook of Corporate Derivatives and Equity Capital Markets” published by Wiley Wiley Finance Published Author.  

Wim is also the author of Lévy Processes in Finance: Pricing Financial Derivatives and co-editor of Exotic Option Pricing and Advanced Lévy Models both published by Wiley. He is also co-author of "The Handbook of Convertible Bonds" and "The Handbook of Hybrid Securities" (Wiley). His research interests cover all areas of financial mathematics, and recent publications cover jump driven credit models as well as equity models, model risks, hedging of exotics and multivariate financial modelling. Wim is also an independent expert advisor to the European Commission (DG-Competition) on “State aid assessment of valuation of impaired assets and of asset relief measures” and is a Managing Editor of the International Journal of Theoretical and Applied Finance and Associate Editor of Mathematical Finance and Review of Derivatives Research. Wiley Finance Published Author.

During this time he has acquired considerable practical experience through consulting projects in financial model development for business. Tony's teaching methods are both engaging and effective and he is well known for his skill in teaching mathematical concepts to people without a quantitative background.

Jan gained extensive knowledge of derivatives pricing, hedging and trading while working for KBC Financial Products in London, where he was managing director of the equity derivatives desk. He also ran his own market neutral statistical arbitrage hedge fund (EQM Europe) after founding Erasmus Capital in 2004. Jan holds a Masters Degree in Civil Engineering (Royal Military Academy- Brussels - Polytechnic Division – 1988), an MBA (KU Leuven – 1994) and a PhD in mathematics (KU Leuven – 2013).

He has published research on a wide range of investment topics - i.e. "Risk Parity for the Masses" in The Journal of Investing - and is currently working on a book covering asset allocation and applied portfolio theory. Previously, Andreas held various roles at banks and fund management companies and was Head of Investment Risk Management at a private bank in Switzerland. He was also an external lecturer at the Zurich University of Applied Sciences, delivering courses on portfolio theory, performance analysis, international investing and Behavioural Finance. Andreas holds a Master's degree magna cum laude in Economics from the University of Zurich specializing in Monetary Economics and Financial Markets. He is also a member of various industry associations related to investment performance and risk.

He specialized in the European bank sector as well as the analysis of high yield and leveraged finance investments. His responsibilities included analysis, trading and portfolio management of credit and equity products. Rupesh has consulted for two of Europe’s Global Systemically Important Banks (GSIBs) regarding their stress test modelling - as part of the 2014 European Central Bank/European Banking Authority stress test of euro area banks - and has also developed stress test models for a variety of other banks’ ICAAP and ILAAP needs. His proprietary stress-testing models are widely recognized as having accurately predicted the failures of various US, Irish, Spanish and Icelandic banks; as well as being highly successful at identifying businesses in structural decline at an early stage. He delivers courses globally in Asset-Liability Management, Bank Stress-Testing, Basel III, High Yield & Leveraged Finance, Distressed Debt, and Fixed Income Attribution to financial institutions and central banks. He is also a sought-after speaker and chairperson at leading industry events. Rupesh received a MA in Economics from Cambridge University and achieved First Class Honours.

Prior to his current position, he worked several years as a strategy consultant and became the blockchain leader for Deloitte Belgium after having spent several months at Deloitte’s EMEA Blockchain Lab. He worked for numerous clients in Europe, managed the development of blockchain solutions, and delivered internal trainings in EMEA and the USA. He also co-founded blockchain communities, was selected by the European Commission as a member of the EU Blockchain Observatory and Forum and won the world’s largest blockchain hackathon of 2016. His master thesis on Bitcoin received the award for best financial thesis of 2014 in Belgium. Jean-Luc holds academic degrees in IT and business. Most importantly, Jean-Luc has a real passion for blockchains and how they will shape our future.

Oppenheim, Commerzbank and MathFinance and is also honorary Professor of quantitative finance at Frankfurt School of Finance & Management and Professor of financial option price modeling at the University of Antwerp. Prof Wystup is well known for his many publications on FX exotics and related topics: his 2002 book on Foreign Exchange Risk has become a market standard, including a translation in Mandarin. His second book on FX Options and Structured Products appeared in November of 2006 as part of the Wiley Finance series.  Wiley Finance Published Author.