Thaleia Zariphopoulou to become first Man Professor of Quantitative Finance

27 April 2009

The University of Oxford has appointed Professor Thaleia Zariphopoulou as the first holder of the Man Professorship of Quantitative Finance at the University. Professor Zariphopoulou is currently the VF Neuhaus Centennial Professor at the University of Texas at Austin, US. She will take up her new post on 1 September 2009.
At UT-Austin, Professor Zariphopoulou holds a joint appointment between the Department of Mathematics and the Department of Information, Risk and Operations Management at the Red McCombs School of Business. She is an expert in quantitative finance, portfolio management and stochastic optimisation. She was President of the Bachelier Finance Society between 2006-08; and also sits on the editorial board of five academic journals in financial mathematics and quantitative finance.
Professor Zariphopoulou said: 'The vision and commitment of the Man Group and the University of Oxford to create a unique place for the advancement of quantitative finance are inspiring. I am looking forward to joining and working with the superb team of the Oxford-Man Institute.'
The endowment of the Man Professorship is being provided by Man Group plc, one of the world's largest providers of alternative investments. It is coupled with Man's investment in the Oxford-Man Institute of Quantitative Finance and is the first fully endowed chair in finance at Oxford University. This appointment enhances the reputation of the Institute, which was set up in Oxford in 2007 for an initial five-year period to serve as the world's leading centre for academic research in quantitative finance, with a particular emphasis on alternative investments. The Institute's primary aim is to develop research at the forefront of both academic thinking and practical application. It also aims to promote and encourage independent teaching and research in relevant methods and techniques associated with quantitative finance.
The Research Director of the Oxford-Man Institute, Professor Neil Shepherd, said: 'We are delighted Professor Zariphopoulou has accepted our offer to join the Oxford-Man Institute.  She has an outstanding reputation in quantitative finance, which will yet further deepen our ability to use mathematics to study financial markets. The importance of this academic field has never been clearer.'
Man has its own embedded commercial research laboratory in the same building as the Oxford-Man Institute - a unique arrangement that fosters day-to-day interaction between academics and practitioners. Tim Wong, CEO of AHL (Man Group's managed futures manager), said: 'This exciting and significant appointment speaks volumes about the Oxford-Man Institute's international standing. The most encouraging parts of the collaboration between Man and Oxford University are the intellectual stimulation engendered by having academics and practitioners working closely together and the multiple opportunities that the Institute provides for engaging with the wider international academic community.'
 
Professor Zariphopoulou will become an Official Student at Christ Church, Oxford, and will also be associated with the University's Mathematical Institute.
For more information or for a photograph of Professor Zariphopoulou, please contact the University of Oxford Press Office on 01865 280534 or email press.office@admin.ox.ac.uk