Industry
Through the Nomura Centre for Mathematical Finance (NCMF), Nomura supports several academic posts including a Junior Research Fellow, Senior Research Fellow and Distinguished Visitor positions, and graduate students under the Engineering and Physical Sciences Research Council CASE Awards scheme. It also hosts an annual lecture on finance and supports a seminar series in mathematical finance.
We collaborate closely with the Oxford-Man Institute of Quantitative Finance. We run two joint seminars each term and organise together workshops and conferences. MAN Group Plc provides funding for several academic positions as well as DPhil students.
The part-time Postgraduate Diploma and MSc in Mathematical Finance offered by the Mathematical and Computational Finance Group is ideally suited for high-level training in mathematical and computational techniques for quantitative finance while in full-time employment in a financial institution.
In addition, we have strong ties with many banks and financial services through both faculty members and EPSRC CASE projects. For full details please refer to individual websites. If you have any projects or problems related to mathematical finance, perhaps we could help. If the project sounds interesting we might set it as a topic for a thesis or a paper - we are always interested in additional association with industry. For more information please contact us.Current student projects with industry
| Daniel Schwarz | KBC AIM | Models of investor sentiment |
| Martin Gould | HSBC | Community detection for network models in FX |
| Daniel Fenn | HSBC | Foreign Exchange Networks |
| Alok Gupta | Nomura | Bayesian analysis of model robustness |
| Till Schroeter | Nomura | Stochastic Volatility |
| Karolina Bujok | Nomura | Numerical Solution of a Class of SPDEs Arising in Finance |