CQF Faculty
World-renowned practitioners and respected academics
The CQF's faculty team is the envy of nearly every financial engineering program in the world. An elite collection of world-renowned practitioners and highly regarded academics ensure that the course delivers practical and relevant content. Moreover, each tutor personally delivers the content which underlies his/her specific area of expertise, and is personally available for post-lecture follow-up, either verbally or via e-mail.
Click on a photo below to find out more about a particular member of our faculty.
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Dr Paul WilmottDr Paul Wilmott is internationally renowned as a leading expert on quantitative finance. His research work is extensive, with more than 100 articles in leading mathematical and finance journals, as well as several internationally acclaimed books on mathematical modeling and derivatives, including the best-selling Paul Wilmott On Quantitative Finance, published by John Wiley & Sons.
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Dr Riaz AhmadRiaz is Head of CQF Faculty and teaches Mathematical Finance, C++ programming and Mathematical Methods based courses.
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Dr Randeep GugRandeep is the Head of the CQF business as well as a CQF tutor.
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Si Yi ZhouSi-Yi is one of the main CQF faculties. He teaches applied quantitative finance in volatility arbitrage, stochastic interest rate models and credit derivative pricing and risk management.
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Peter JäckelPeter Jäckel is the founder and Managing Director of OTC Analytics. He received his DPhil in Physics from Oxford University in 1995. After a period in academic research, he migrated into quantitative analysis and financial modeling in 1997, when he joined Nikko Securities.
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Dr Iris MackIris Mack, PhD, EMBA earned a Harvard doctorate in Applied Mathematics and a London Business School MBA. She is a former MIT professor. Dr. Mack is also a former Derivatives Quant/Trader who has worked in financial institutions in the U.S., London, Asia and the Caribbean.
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Dr Alonso PeñaDr Alonso Peña works as a quantitative analyst in the Structured Products group for Thomson Reuters plc. He holds a Ph.D. degree from the University of Cambridge (finite element analysis) and the Certificate in Quantitative Finance (CQF) from 7city. His area of expertise is the pricing of financial derivatives, in particular structured products.
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Moorad ChoudhryMoorad Choudhry is Head of Business Treasury, Global Banking and Markets at Royal Bank of Scotland plc. He previously worked as a gilt-edged market maker and sterling bond trader with ABN Amro Hoard Govett Sterling Bonds Limited and Hambros Bank Limited, and in structured finance services with J.P. Morgan Chase Bank. He began his City career at the London Stock Exchange in 1989.
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Dr Espen Gaarder HaugDr Espen Gaarder Haug has worked in derivatives trading and research for more than 15 years. He worked as a proprietary option trader at J.P. Morgan in New York, and as an option trader for two multibillion dollar hedge funds, Amaranth and Paloma Partners. Before that, he worked for Tempus Financial Engineering, and as an option market maker in Chase Manhattan Bank (now J.P.
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Dr Sébastien LleoDr Sébastien Lleo is a researcher at Imperial College London. His research interests include investment management, risk management, asset pricing, stochastic control and stochastic analysis. Sébastien worked for seven years in the investment industry at the Bank of Canada and at CMHC Pension Fund.
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Elie AyacheElie Ayache graduated from Ecole Polytechnique in 1987. He then held a position at Banque Indosuez in Paris as one among the first option traders on the floor of MATIF. In 1990, Elie co-founded Transoptions Finance, a subsidiary of Credit Agricole, which specialized in option market making. He personally stood on the floor of LIFFE, in the Bund option pit, until 1995.
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Dominic ConnorDominic has been programming in C and C++ since the 1980s when he graduated from Queen Mary College London. He has built trading systems for bond and equity markets, secure networks for the British government, reviewed C++ compilers for PC Magazine, and debugged operating systems for IBM and Microsoft.
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Neil GrahamNeil joined Barclays International in 1985 initially in the foreign exchange, money markets and derivatives operations areas before moving to the trading room in 1991. Here, his roles included both inter-bank and sales positions in spot and forward FX, money markets and treasury derivatives.
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