• Room 01.016 - Riddel Hall Block 3

    United Kingdom

20152022

Research activity per year

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Personal profile

Achievements

Education

PhD Pure Mathematics, Queen's University Belfast (1999)

BSc Pure Mathematics, Queen's University Belfast (1996)

Experience

Financial Engineer (Microgen, 1999-2006)

Equity Risk Project Lead (Citi, 2006-2013)

Capital Markets Trainer (Various, 2000-)

 

Teaching

Current

FIN3028 Python for Finance (3rd year elective module for BSc Finance)

FIN7029 Computational Methods in Finance (MSc Financial Analytics)

Former

FIN1004 Instruments, Markets and Institutions (1st year module for BSc Finance)

FIN3020 Fixed Income (3rd year module for BSc Finance)

Software Development

Applications that I have developed in python to assist with marking and feedback can be found on https://sites.google.com/view/pygrade/home.

 

Research Interests

Computational finance, derivative pricing, machine learning, sentiment & text analysis.

 

Other

Director of Accreditation and Chair of the School Accreditation Committee. Secured EQUIS, AMBA and SBC accreditations (2021).

Member of the Oversight Committee of Queen's Student Managed Fund (QSMF).

External Visitor Liaison (Finance). 

Particulars

Expertise related to UN Sustainable Development Goals

In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):

  • SDG 3 - Good Health and Well-being

Collaborations and top research areas from the last five years

Recent external collaboration on country/territory level. Dive into details by clicking on the dots or