Class of 2015

David Marcos

Quantitative Researcher, Bluecrest Captial Management

After completing his PhD and academic research in Theoretical Physics, David developed a passion for Economics and Finance, with emphasis on market efficiency, portfolio construction, and price theory. In the Mathematical Finance programme, David found a well-structured curriculum and exceptional academics, such as Riccardo Rebonato, with whom he has developed his MSc thesis on Interest Rate Models. Later David has worked as a quantitative analyst in the hedge fund Bluecrest Capital Management, in the areas of quantitative trading, portfolio allocation, and risk management. David recommends the course to both academics and practitioners aiming to deepen their understanding of arbitrage pricing theory, econometrics, financial derivatives, and term-structure modelling.

Chu-Ming NgChu-Ming Ng


Core Strats, Vice President, JP Morgan

Prior to joining the course, I was a computer scientist by training and my work in JPMorgan was mainly part of the Core Strategies Group - which is the hard-core computer science outfit developing the firm-wide in-house pricing, trading and risk management platform Athena. My main focus was on developing the distributed risk framework for derivatives, and over time, I realised that an MSc in Mathematical Finance in Oxford would be the natural thing to do which would complete my knowledge of derivatives trading and risk management. I’m probably the only few people to hail all the way from Singapore to do this, but the unparalleled mix of leading academics and top-practitioners comprising the faculty makes this rewarding pilgrimage something I keenly look forward to each and every time.


Sandro Raabe

Senior Consultant, d-fine GmbH

I studied Mathematics and Informatics and the course enabled me to get a deeper understanding of things that I encounter in my daily work, as well as a broader view of theoretical aspects, practices and possibilities of Financial tools and topics.

Pascal VaudrevangeDr Pascal Vaudrevange

Senior Consultant, d-fine GmbH

Although I had been able to develop an intuitive understanding of financial instruments in my day-to-day activities, I strived to develop a deeper, more quantitative understanding of their structure. At the same time, I was hoping to widen my toolbox of methods to estimate the risks associated with financial instruments and deepen the insight into methods already familiar to me. This course has vastly exceeded my expectations, with its perfect mixture of building a strong theoretical foundation by renowned academics and sharing real-world insight by leading practitioners.


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