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I'm Professor of Finance at Sussex, a visiting Professor at Peking University HSBC Business School, and Co-Editor of the Journal of Banking and Finance.  I have a BSc Maths with Experimental Psychology and a PhD in Algebraic Number Theory. I took a post-doc in Amsterdam, worked as a bond analyst for Phillips and Drew, and attended the London School of Economics as a Research Assistant in game theory/labour economics also taking their MSc in Mathematical Economics and Econometrics. In 1985 I took a lectureship in Mathematics and Economics at the University of Sussex, while also designing risk, pricing, hedging and trading models for investment banks, fund managers and exchanges. Then I dropped the Economics side at Sussex to work half-time as Academic Director for Algorithmics Inc.

In 1997 I left academia entirely to be a director of Nikko Global Holdings and Head of Market Risk Modeling (UK). I briefly led a team of about a dozen PhDs, designing and building new indexing products, but the London office was closed shortly after I started. I took the opportunity to write my first book (Market Models, Wileys 2001). Then, in 1999, I became a professor of finance at the ICMA Centre at Reading University. I was also Risk Research Advisor, SAS (USA) and Chair of the Board of PRMIA (Professional Risk Manager's International Association).  In 2013 I returned to Sussex, heading the development of the Department of Business and Management before it split into three to become the new Business School.

I'm now a research professor in the Accounting and Finance Department. I also teach third year undergraduate and masters level courses in Financial Risk Management and in Blockchains and Crypto Assets. I have collected video lecture courses on YouTube channel (button below). You can sign in to the learning reources section of this site for past lecture notes and other teaching materials. More details of my current professional activities are on LinkedIn (button below) and academic activites are collected in my academic CV