Daniel Pesch

DPhil Student in Financial Economics

Daniel started his DPhil in Financial Economics in 2018 under the supervision of Mungo Wilson and Ludovic Phalippou. His studies are funded by the Saïd Business School Foundation. Daniel is a member of Exeter College.


Daniel holds an MSc in Financial Economics (MFE) from the University of Oxford and a BSc in International Business from WHU – Otto Beisheim School of Management. His research interests revolve around Market Microstructure, Computational- and Mathematical Finance, and Asset Pricing.


He works on projects at the intersection of Statistics, Machine Learning and Economics with Dimitrios P Tsomocos and on projects in empirical Finance with Ilaria Piatti. At OMI, he worked on Client Recommendation with Steve Roberts, on Agent-Based Modelling with Dieter Hendricks, and on the refactoring of the Realized Library with Kevin Sheppard.