Tutor Faculty

World-renowned Practionners and Respected Academics

Paul Wilmott
Dr Paul Wilmott is internationally renowned as a leading expert on quantitative finance. His research work is extensive, with more than 100 articles in leading mathematical and finance journals, as well as several internationally acclaimed books on mathematical modelling and derivatives, including the best-selling Paul Wilmott On Quantitative Finance, published by John Wiley & Sons. Paul has extensive consulting experience in quantitative finance with leading US and European financial institutions. He has founded a volatility arbitrage hedge fund and a university degree course. Paul has lectured at all levels, to students and to practitioners.

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Riaz Ahmad
Dr Riaz Ahmad is full-time director at 7city for all mathematical and computational finance based courses. In addition he oversees 7city’s Quantitative Finance series and consults on mathematical finance issues to City Institutions. Riaz received advanced degrees in mathematics from University College London and Imperial College London. He has held academic positions and lectured in mathematical finance at University College London (UCL), Lahore University of Management Sciences (LUMS) and Oxford University (Mathematical Institute).

Dr Espen Gaarder Haug has worked in derivatives trading and research for more than 15 years. He worked as a proprietary option trader at J.P. Morgan in New York, and as an option trader for two multi billion dollar hedge funds, Amaranth and Paloma Partners. Before that, he worked for Tempus Financial Engineering, and as an option market maker in Chase Manhattan Bank (now J.P. Morgan Chase) and Dennorske Bank. He has been involved in almost every option market, including equity, currency, fixed income, energy and commodities. Espen Haug has a PhD degree from the Norwegian University of Science and Technology

Neil joined Barclays International in 1985 initially in the foreign exchange, money markets and derivatives operations areas before moving to the trading room in 1991. Here, his roles included both inter-bank and sales positions in spot and forward FX, money markets and treasury derivatives. After leaving Barclays in 1995, Neil became a local on the London International Financial Futures and Options Exchange (LIFFE) trading own account positions in interest rate, bond and equity derivatives. During his time on LIFFE, Neil also provided training to hedge-fund staff in FX and derivatives before moving to full time training in 1997. At 7city, Neil is Head of Financial Product Training, designing and delivering a range of product courses for investment houses, data agencies and software houses in the US, UK and Europe (Scandinavia, mainland Europe and Eastern Europe).

Elie Ayache graduated from Ecole Polytechnique in 1987. He then held a position at Banque Indosuez in Paris as one among the first option traders on the floor of MATIF. In 1990, Elie co-founded Transoptions Finance, a subsidiary of Credit Agricole, which specialised in option market making. He personally stood on the floor of LIFFE, in the Bund option pit, until 1995. From 1996 to 1998, Elie headed the R&D of Dexia Asset Management in Paris, where he developed derivatives pricing models.

Dr Mike Staunton is a visiting lecturer in Numerical Methods at Cass Business School in London. He has taught spreadsheet modelling to executives and graduate students since 1985, including for many years an annual program on Equity Portfolio Management in Geneva. He is the co-author, along with Mary Jackson, of Advanced Modelling in Finance using Excel and VBA, published by John Wiley in 2001. He is also Director of the London Share Price Database at London Business School

Tim Mills is Senior Manager of Derivatives Trading at Nationwide Building Society, responsible for hedging the Society’s mortgage, commercial loan and savings portfolio, and in overall charge of the Society’s derivatives portfolio and interest rate positioning. After receiving a Bachelor of Commerce (Hons) in Finance and Economics from the University of Toronto, he has worked for more than 10 years in the financial industry, qualifying as a CFA and ACA with KPMG.

Dominic has been programming in C and C++ since the 1980s when he graduated from Queen Mary College London. He has built trading systems for bond & equity markets, secure networks for the British government, reviewed C++ compilers for PC Magazine, and debugged operating systems for IBM & Microsoft. At some point he has written code for every major environment including Windows, OS/2, Reuters, Bloomberg, VMS, AS/400, DOS,VM and Unix.

Moorad Choudhry is Head of Treasury at KBC Financial Products in London. He previously worked as a gilt-edged market maker and sterling bond trader with ABN Amro Hoard Govett Sterling Bonds Limited and Hambros Bank Limited, and in structured finance services with JPMorgan Chase Bank. He began his City career at the London Stock Exchange in 1989.

Moorad is a Visiting Professor at the Department of Economics, London Metropolitan University; a Visiting Research Fellow at the ICMA Centre, University of Reading; a Senior Fellow at the Centre for Mathematical Trading and Finance, Cass Business School; and a Fellow of the Securities and Investment Institute.

Alice Auld
Alice studied mathematics at Cambridge University, obtaining an M.A , followed by an MSc in Pure maths at UMIST (Manchester) and Madrid and a PhD in Lie Algebra from Manchester University. She has lectured at Manchester Metropolitan University and taught first- and second year degree mathematics at the London School of Economics where she was also an external examiner. Her main areas of mathematical interest are probability and pure mathematicss, including algebra, calculus and trigonometry.

Alonso Peña
Alonso Peña works as a quantitative analyst in the Structured Products group for Thomson Reuters plc. He holds a Ph.D. degree from the University of Cambridge (finite element analysis) and the Certificate in Quantitative Finance (CQF) from 7city. His area of expertise is the pricing of financial derivatives, in particular structured products. He has publications in the fields of quantitative finance, applied mathematics, neuroscience and the history of science. He is currently Honorary Visiting Senior Research Fellow at the University of Cambridge (2006-2009) and in the Teaching Staff of the Mathematical Institute at the University of Oxford. Alonso has recently been appointed Adjunct Professor at the SDA Bocconi Business School in Milan.