Lecturer in Finance and director of the MSc Finance (Investment & Asset Management). Research interests focus on quantitative investment strategies, portfolio management and risk analysis across multiple asset classes. I focus on producing research that is both suitable for publication in high ranking journals and has impact on the finance industry. My research and teaching are informed by significant industry experience as a quantitative equity investment manager, with recognized excellence in both the traditional (Best UK Equity Fund – Financial Times) and alternative (Best Equity Market Neutral Fund – Euromoney) sectors. I co-founded Aphelion Capital, an equity based hedge fund manager which reached $1.2bn asset under management. My industry experience has been a key component in a number of successful funding applications.

My core research output is in the area of investment management, with interest in quantitative investment strategies, portfolio construction and risk management. I have recently extended into the area of ML and AI in investments, a key industry trend. I am work with colleagues in the Department of Engineering, investigating issues at the intersection of alternative energy and finance. I target both top ranked journals (ABS 3 & 4) and industry impact.

Quantitative Analysis, Risk Management, Security Analysis, Research Methods.