Michael lectures in financial mathematics and advanced computing (C++) on the
MSc in Mathematical Finance
and the
MSc in Financial Computing programmes,
and supervises MSc projects on a wide range of topics.
He also runs various extracurricular seminars and workshops
on Microsoft Excel and Visual Basic for Applications.


Prior to joining Queen Mary in January 2012, Michael worked
for over 10 years as a quantitative analyst and software engineer for a number of wellknown
investment banks in the City of London. There he developed stateoftheart 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.
This involves exploring the properties of matrices with randomlydistributed elements.
One particular class of matrices that he and his colleagues recently solved can be used to model
certain features of quantum chromodynamics (QCD), the theory of the strong nuclear force.
This helps to improve our understanding of the properties of highly dense matter, as found, for example,
in the early universe.

