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Centre for Risk Research

Centre's Membership Continues to Grow

Published: 9 November 2015
Balancing risk & reward

The Centre for Risk Research (CRR) has recently welcomed two further new members, Dr Richard McGee and Dr Patrick O'Sullivan, who are both Lecturers in Finance at Southampton Business School.

 

Richard has over 10 years industry experience in R&D, stress testing and quantitative modeling. While completing his PhD he worked on projects with the global asset manager Pioneer Investments, including an algorithm for the measurement of tail risk in their quantitative equity factor portfolios and an evolutionary algorithm for stock selection based on an array of fundamental and technical factors. He has also worked as a model Quant for a number of parimutuel statistical arbitrage teams. His research interests lie in factor-based modeling, the application of information from options markets and portfolio optimisation. He obtained his PhD from University College Dublin, Ireland, where he also completed an MSc in Quantitative Finance and a degree in Electronic Engineering.

 

Patrick obtained his undergraduate degree in Financial and Actuarial Mathematics before pursuing a Ph.D. at University College Dublin, Ireland. His research focuses on enhancing portfolio selection using non-parametric techniques. He also carries out research in banking regulation, actuarial mathematics, derivatives and risk management, building on his past experience working in Central Banking and Commercial Banking. In 2014, Patrick was an invited participant of the Nobel Laureates Meeting in Economics.

 

In reaction to joining the CRR, Richard McGee said "I'm very excited to be joining the Centre for Risk Research and look forward to collaborating with the very high calibre academics in the centre! I believe that effective risk management is the number one requirement to be successful in any competitive market."

 

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