Interim Dean of Academic Affairs
- Email: firstname.lastname@example.org
- Telephone: +44(0)203 752 2456
- Address: Newcastle University London
102 Middlesex Street
London, E1 7EZ
Adrian, is a finance theorist and practitioner with extensive industry and academic expertise in various disciplines, including areas of finance, mathematical finance, and financial trading, combined with extensive academic leadership. He applies his academic and management skills at the capacity of acting dean of academic affairs and a senior lecturer (equivalent to principle lecturer in new universities) in Accounting and Finance with scholarship. His current position with the university involves both management and academic responsibilities.
Adrian’s former education includes Hon. BSc in Physics (Imperial College), Hon. ARCS (Royal School of Science), MSc in Semiconductor Science and Technology (Imperial College, EPSRC studentship - fully funded ), Research D.I.C (Imperial College, EPSRC studentship - fully funded), and prior to his engagement with doctorate research in finance as part of an optimal alignment of his research interests in the domain, studied for an MSc in Quantitative Finance, and is currently a spotlight researcher at the last stage of the write-up of his scholarship funded PhD in Finance, which itself is a major axiomatically driven probabilistic asset and stochastic contingency-claim pricing model, moving both asset and financial derivative pricing to a unified and high-level abstraction, while considering real-time financial trading assumptions, with complimented empirical testing on various financial instruments, ranging from financial securities, to vanilla options, exotic/barrier options, option trading strategies, and structured products. His research interblends elements of mathematical finance and financial trading with extensive algorithmic finance utilisations that has led to a new set of testable pricing analytics. Adrian also holds a PgCert and is a FHEA.
His early industry involvement was highly noted on an industrial optical fibre engineering package(recognized with the excellence award and in a dedicated ceremony) interfacing with major industry players (i.e. Celestica, Nortel Networks), including applications of scientific numerical methods, algorithmic modelling, banking operating risk system development lead (in collaboration with Microsoft and interfacing with various potential banking centres in City, such as HSBC, Barclays), and financial software engineering, technology levered management, working for city of London clients on projects including financial computing, commodities trading brokerage, and has legally represented (seller’s tier) various companies in international trade. Adrian’s roles have ranged from engineer, consultant, trainer, lead developer/project manager, financial trader/broker.
Adrian has also an extensive academic experience, holding roles, ranging from lecturer, lead teaching fellow, senior lecturer in various Universities such as Cass Business School (MScs), Coventry University(BSc & MSc), University of London(BScs & MScs), Regent’s University (BScs and MAs), Harriet Watt University (MSc & MBA), and delivered Corporate Finance and Econometrics for Kaplan and London School of Economics. In addition, Adrian has also held successfully programme directorships, and has directly and notably contributed on specific modules, entire programmes (Fibre Options, Computing, Finance-related MScs), enhanced curriculum development, participated (appreciation award received) on various programme validation panels and has been noted in various leadership and management aspects.
Adrian has supervised a considerable number of postgraduate dissertations and has a long track record of excellent delivery across all the universities he has worked. While the first decade of Adrian’s contribution were noted mostly in engineering(electronics, fibre optics, software / IT& management), his last 11 years were a direct shift and contribution in finance-related domains, following a cross-disciplinary approach in part and by often combining management with technology and finance with computing or with a very proactive use of Bloomberg and/or Thomson Reuters Eikon platforms in a very applied form of practice. His leadership roles have often been noted and led to successful exposure and growth of the programmes he contributed and/or led.
Adrian’s areas of expertise:
- mathematical methods in finance / stochastic finance
- numerical recipes / computational finance (VBA/VB/Matlab/C/C++/Python /Java/ C#),
- financial derivatives / structured products,
- asset pricing / portfolio management / financial risk management,
- valuation of securities: equity / fixed income /fx /commodities/ funds,
- corporate finance / financial management,
- international finance / global finance,
- financial modelling / econometrics,
- business requirements modelling
- central banking / investment banking,
- financial trading / algorithmic trading / simulation,
- financial software engineering,
- management accounting,
- investment and wealth management,
- project management / business process management (Oracle EBS / ARIS),
- business intelligence solutions / EAI/ERP & business intelligence corporate strategy,
- artificial intelligence / knowledge based engineering,
- entrepreneurship and IT / corporate governance.
(a) Module leader of the MSc in Banking and Finance modules:
i. LBS8333:Financial Derivatives
ii. LBS8204:Central Bankingiii. LBS8249 :International Finance
(b) Supervisor of MSc dissertations
Adrian's current research is based on a new axiomatic abstract stochastic finance asset price and contingency claim valuation system with additional requirements and outlooks of the probability density admixing and measurable price behavior with expanded degrees of freedom. It is an axiom-based framework that moves both asset and financial derivative pricing to a unified and high-level abstraction in its mathematical finance framework, then tested through specific real-time financial trading scenarios.
The context of the model is a realistic market, made up of a network of financial intermediaries and products whose prices follow an enhanced stochastic process, measurable through transformable random variables, and a network of investors (individuals and firms) with rational and measurable preferences and expectations, seeking to maximize the expected utility of their final wealth in a multi-period time horizon.