Academic Members

Academic members are drawn from University of Oxford departments, including Engineering, Economics, the Mathematical Institute, Statistics, the Saïd Business School, and Computer Science. Associate Membership status provides academics with an opportunity to work alongside OMI’s students, Faculty, and commercial researchers.

Students

The Institute’s student members are graduate students studying for DPhils (PhDs) at affiliated University of Oxford departments. Students work within the Institute’s purpose built, state-of-the-art offices and have the opportunity to attend the Institute’s in-house seminars and workshops. This opportunity is also extended to the Institute’s Associate Student Members, enabling them to connect with leading researchers across a broad spectrum of relevant disciplines and therefore better position themselves to contribute to quantitative finance.

Support Team

The Institute’s Administration and IT Team are responsible for coordinating day-to-day activities at OMI. The Administration Team manages the events programme and all aspects of administrative support, ensuring that University policies and procedures are followed for financial, personnel and health & safety matters, and that administrative procedures are completed in accordance with the Collaborative Agreement with the core funders, Man Group Plc. The IT Team provides infrastructure, desktop and IT support services to meet the business and research needs of the Institute.  The support team prides itself on providing a high level of service to the Institute’s staff, members and visitors.

Governance

Director, Professor Álvaro Cartea

Álvaro Cartea is Professor of Mathematical Finance in the Mathematical Institute, University of Oxford. Álvaro’s interests lie at the intersection of financial economics, mathematics, and data science. His research spans across several fields, including algorithmic and high-frequency trading, market microstructure, mathematical finance, asset pricing, commodities markets, and financial regulation. Álvaro is the editor-in-chief of Applied Mathematical Finance.

Papers by Álvaro

 

Deputy Director, Professor Stefan Zohren

Stefan is an Associate Professor at the Department of Engineering Science, an Associate at the Oxford Internet Institute, and a Mentor at the Creative Destruction Lab at Saïd Business School, all at the University of Oxford. He is a Fellow of the Turing Institute, the UK’s national institute for AI and data science. Stefan’s research is focused on machine learning in finance, including deep learning, reinforcement learning, network and NLP approaches, as well as early use cases of quantum computing. Outside of academia, he works with Man Group on commercial research projects. Stefan is a frequent speaker on AI in finance representing the Oxford-Man Institute at academic conferences, as well as industry panels and corporate events. His work has been covered in the financial news such as Bloomberg News and Risk.

Listen to Stefan’s recent podcast at Risk where he covers part of the research agenda at the OMI. Most of his papers are on arXiv.