Alissa Kleinnijenhuis

Alissa Kleinnijenhuis is a Dphil candidate in Mathematics at the University of Oxford, and member of the Institute of New Economic Thinking (INET) and the Oxford Mann Institute (OMI). She is a visiting scholar at the Bank of England, and will spend some time this academic year as a visiting researcher in the Financial Stability Program of the Yale School of Management and the PIIRS Global Systemic Risk Research Community at Princeton University. She is working under the supervision of prof. Doyne Farmer. Her research focuses on modeling systemic risk. In particular, she is interested in systemic stress testing. She is developing financial system models for stress testing that capture the interconnections between financial institutions (both banks and shadow banks) in a credible way and such that the model can be applied to data that would be available at a central bank. Alissa holds a BA(Hons) in Mathematics and Economics from University College Utrecht, and an Msc in Mathematics and Finance from Imperial College London. As part of her BA she followed one year of graduate courses in Financial Mathematics at the University of California Santa Barbara. Her professional experience includes work as a (PhD) research intern at Rogge Global Partners (London), Morgan Stanley (London), the European Central Bank (Frankfurt) and the Bank of England (London).