Meet our world-leading academics - Dr Pedro Vergel and Dr Michael Phillips
Prior to joining Queen Mary in January 2012, Michael worked for over 10 years as a quantitative analyst and software engineer for several 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. Within the MSc Financial Mathematics programme, Dr Phillips teaches the compuslory module Foundations of Mathematical Modelling in Finance and the elective module Advanced Computing in Finance.
Dr Pedro Vergel has profound academic and technological skills. He has played a central role in a number of projects to solve complex financial problems providing sophisticated and robust investment solutions and research. Pedro has published several papers in world class academic journals and his expertise extends from the field of Financial Mathematics to Real Assets, including real estate, commodities and art. Within the MSc Financial Mathematics programme, Dr Vergel teaches the compulsory module Financial Instruments and Markets.