School of Mathematical Sciences

Dr Michael Phillips

Senior Lecturer in Financial Mathematics

Email: michael.phillips@qmul.ac.uk
Telephone: +44 (0)20 7882 5471
Room Number: Queens’ Building, Room: CB201
Website: http://www.maths.qmul.ac.uk/~phillips/
Office Hours: For MTH773P: I will be available on Fridays (Weeks 1 to 11) at 16.00 after the computer lab sessions. For all other matters, please email for an appointment.

Profile

Michael Phillips is a Senior Lecturer in Financial Mathematics, and is the Programme Director for the MSc Mathematical Finance and MSc Financial Computing programmes.

Prior to joining Queen Mary in January 2012, Michael worked for over 10 years as a quantitative analyst and software engineer for a number of well-known investment banks in the City of London. There he developed state-of-the-art pricing models for a wide range of financial products, including interest rate derivatives, commodity options and exotic credit derivatives. He has also spent time working on a bond trading desk, devising trading strategies using proprietary statistical arbitrage techniques.

Michael is a graduate of Cambridge University, and holds a PhD from Brunel University (London) in Mathematical Physics. He has undertaken research in Applied Mathematics, with a particular interest in Random Matrix Theory and its applications.

Research