Organisers

Johannes joined the Department of Mathematics at Imperial College London in January 2019, where he heads the Mathematical Finance Section and is the founding Co-Director of the Imperial Centre of Excellence in Quantitative Finance.

Before this appointment, Johannes held faculty positions at Carnegie Mellon University, University of Michigan, and ETH Zürich.

Johannes' research lies at the interface of stochastic calculus, optimal control, and their applications to problems from finance and economics. In particular, he studies the impacts of "flaws and frictions" such as transaction costs or model ambiguity on optimal trading and asset prices.

Roel Oomen (Deutsche Bank)

Roel heads the Quantitative Research & Development Lab for sales and trading at Deutsche Bank, London. He started his industry career as a quant in electronic cash equity trading in 2006, subsequently held various roles in electronic FX spot trading (including co-head of the business), and was then global head of FIC electronic trading. Roel holds a PhD in econometrics, was a tenured associate professor of finance at the Warwick Business School, and is currently an honorary visiting professor at the department of mathematics of Imperial College London.

He has published widely on trading in OTC markets, and the econometrics of high frequency data. His articles have appeared in leading academic journals (including the Journal of Econometrics, Journal of Financial Economics, Finance and Stochastics, Mathematical Finance, Operations Research, Quantitative Finance) and several have been covered by industry press.

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