Artur Kotlicki is a DPhil student at the Oxford Mathematical Institute under the supervision of Prof. Rama Cont, and is affiliated with the Insitute for New Economic Thinking at the Oxford Martin School.
 
His research focuses on the modelling of financial instability and the role of solvency-liquidity nexus in the emergence of extreme market risks. During his time as a PhD Intern at the Bank of England, Artur was involved in assessing the financial stability of the UK reinsurance market using Solvency II reporting datasets.
 
Artur holds an MRes in Computational Finance from University College London, MSc in Applied Statistics from the University of Oxford, and BSc in Mathematics with Statistics for Finance from Imperial College London.