Juan Arismendi joined our PhD group in 2009 from Caracas, Venezuela. He has a BSc in Computer Engineering, a diploma in Financial Engineering, two Masters (in Finance and in Computer Science) and he has also been studying for a PhD in Mathematics. He holds an array of professional finance qualifications, and has worked as a portfolio manager and in the development of automated trading systems. His doctoral research is on new, multivariate extreme risk measures with applications to risk management and portfolio management.

Andreza Barboza: Andreza wrote her doctoral thesis on hedging with futures and exchange traded funds, and subsequently published several papers in this area, notably in the Journal of Portfolio Management and the Journal of Banking and Finance. She now works in risk management at JP Morgan-Chase in London.

Anca Dimitriu: Anca holds an MSc from DOFIN Bucharest (2000) and a PhD from the ICMA Centre (2004). During her doctoral research she published many papers on quantitative hedge fund strategies, notably in the Journal of Portfolio Management, Journal of Alternative Investments and Quantitative Finance. After almost 5 years in the equity quant trading team at Goldman Sachs she joined Millenium Partners in London and is now trading her own algorithmic models.

Naoufel El-Bachir: Naoufel’s doctoral thesis on stochastic default intensity models with jumps and their application to single-name credit derivatives and credit portfolios. He holds a BSc in Business Economics and an MSc in Finance from HEC-University of Lausanne and a DEA in Stochastic Modelling and Statistics from University of Paris VII. Having published a paper with Damiano Brigo in Mathematical Finance, in 2008 he joined him at Fitch Ratings, in London.

Andreas Kaeck: Andreas holds an MBA from the University of Augsburg, an MSc in Finance and Information Management from the Augsburg - Technical University of Munich Elite Graduate programme, and subsequently joined the ICMA Centre in 2007. Having already published one paper on the determinants of credit spreads in the Journal of Banking and Finance, he is now continuing his doctoral studies on fundamental, continuous time finance problems in the accurate hedging of options.

Dimitris Korovilas obtained the MSc International Securities, Investment and Banking at the ICMA Centre with a specialization in trading and asset management. He studied under a scholarship from Solidus Securities S.A. and graduated with distinction. He is a keen member of our trading team, competing in the Rotman International Trading Competition in Toronto. He started his PhD in 2009, on the construction an analysis of volatility, skewness and kurtosis indices.

Joydeep Lahiri: Joydeep holds a B.Tech (First Class) in Computer Science and Engineering from Mangalore University, India and started his career as a programmer in Information Technology. Over the last ten years has held various positions as Technical Lead, Architect and Project Manager, executing projects for Fortune 100 clients in Japan, United Kingdom and the US. His PhD is on approximate solutions for jump-diffusion models with applications to CDS spreads. He now works for Hermes Funds in London.

Emese Lazar: Emese is a lecturer in Finance at the ICMA centre. She holds a BSc in Computer Science obtained from the University of Bucharest, Faculty of Mathematics, a BSc in Finance and Banking from the Academy of Economic Studies in Bucharest, and an MSc in Financial Engineering and Quantitative Analysis (with distinction) from the ICMA Centre. Her PhD was on the theory and applications of multi-state volatility models and current research interests include volatility and correlation models and their application in pricing structured products and risk management.

Daniel Ledermann: Dan graduated from the University of Oxford having been awarded first class Honours in both his undergraduate and masters degrees in Mathematics. He began his PhD in 2007, and is developing a new method of simulation based on Random Orthogonal Matrices (ROM simulation) based on a theorem in linear algebra proved by his grandfather, Walter Ledermann, who was Carol’s PhD supervisor.

Stamatis Leontsinis: Stamatis obtained the MSc in International Securities Investment and Banking at the ICMA Centre (2004), graduating with distinction. He previously graduated from the Department of International and European Economic Studies at the Athens University of Economics and Business. He is currently pursuing his PhD in implied volatility modelling.

Dmitri Lvov: Dmitri holds a BSc from Moscow university and an MSc in International Securities Investment and Banking at the ICMA Centre (2001), graduating with distinction. His PhD was on Monte Carlo methods for pricing and hedging with applications to Bermudan swaptions and convertible bonds. Since his PhD he has been working as a quant in JP Morgan-Chase bank, London.

Leonardo Nogueira: Leo holds a BSc in Computer Science from the Federal University of Pernambuco in Recife, Brazil, an MSc (distinction) in Financial Engineering and Quantitative Analysis at the ICMA Centre, and his PhD was on hedging options with local and stochastic volatility models. He works for the Brazilian central bank, where he is currently responsible for the quantitative research of the foreign reserves department, and has a part-time lectureship at the ICMA Centre. His research interests include pricing and hedging of derivatives, risk management, volatility modelling, trading systems and portfolio optimization.

Silvia Stanescu: Silvia obtained the MSc in International Securities, Investment and Banking at the ICMA Centre, ranking the first in her class. She previously graduated from the University of Reading with a BSc in Business Economics with the highest overall average in the last 40 years. Silvia also holds a BSc in Banking and Finance from the Academy of Economic Studies in Bucharest. In Romania she won numerous prizes in mathematics and physics competitions and is currently pursuing her PhD in theoretical financial econometrics.

Aanand Venkatramanan: Aanand graduated from Sri Sathya Sai Institute, India with first class Honours in Mathematics. He is also an expert computer programmer. As a Felix scholar he obtained a distinction on the MSc in Numerical Solutions of Differential Equations at the University of Reading. He just obtained his PhD, on analytic approximations for multi-asset option pricing, and he will start working in the City early in 2010. He has to choose between some excellent offers.

Ali Bora Yigitbasioglu: Ali holds a BA in Mathematics from Cambridge University, and MSc in Financial Mathematics from Imperial College, following which he wrote his PhD thesis on the inclusion of volatility uncertainty and call notice periods in the pricing of convertible bonds with PDEs, which was published in the International Journal of Theoretical and Applied Finance.  After his doctorate he moved to Lehman Brothers, first as a quant in the FX Exotics desk, and then continued his career at Lehman Brothers as a structured rates trader in the emerging markets desk.  Since April 2008, he has been working as a hybrid exotics trader  on the Commodites desk at Dresdner Kleinwort Investment Bank.