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More in this section Postgraduate Taught (MSc)

Finance Industry Links

Academic staff


Alessio SancettaProfessor Alessio Sancetta

Professor of Economics, Royal Holloway, University of London Director of the MSc Finance and Co-director of the MSc Computational Finance.

He worked full time in the finance industry both for proprietary trading firms and tier one investment banks in London. His industry experience lies in intra-day trading of futures and European options, and high frequency algorithmic trading. He is an expert in the microstructures of several electronic platforms such as EBS, Reuters, CME and NASDAQ. He currently consults in the area of algorithmic trading and technology driven algorithms and liquidity provision.

He has been assistant editor of the Econometric Journal and has published in leading econometrics and statistics journals in a wide range of topics ranging from financial econometrics to theoretical statistics. His current research interests are on financial predictions, functional data analysis, volatility estimation, high dimensional estimation, and machine learning techniques. He holds a PhD from Cambridge University where he subsequently worked as post-doc and University Lecturer for a number of years. Further details on his biography previous to 2007 can also be found in Marquis Who's Who in the World 2007.  

email: alessio.sancetta@rhul.ac.uk    


Dr. Pierre-Olivier Fortin

Lecturer, Royal Holloway, University of London 

Dr Pierre-Olivier Fortin is Lecturer in the MSc program. After training as a mathematician in France, |Dr. Fortin joined JP Morgan where he worked for 10 years in various roles including electronic trading, flow and derivative research for fixed income and credit departments. He then completed a PhD in finance and economics at the University of Durham and the European Business School in Wiesbaden, and worked for the Toulouse School of Economics before joining Royal Holloway as a lecturer in 2014.

Dr. Fortin’s main research interests focus on the relationship of asset price with the availability of credit. One aspect he investigates is the link between asset price dynamic and the overall leverage of a financial system, another aspect is the link between real estate affordability and credit creation. Dr. Fortin also consults for a range of companies, from hedge funds to industrial corporations, mostly in the domain of risk management. Finally Dr. Fortin is a board member for the technology startup Innoside. 

Pierre-Olivier's main areas of expertise and teaching are market finance, corporate finance and derivatives markets.

email: Pierre-Olivier.Fortin@rhul.ac.uk


Guest Speakers


Florent BoussieFlorent Boussié

Professional Market Risk Manager in the City of London.
Florent Boussié works at the Royal Bank of Scotland, as a Director in Market Risk, currently heading Foreign Exchange and Emerging Markets, after covering a wide range of areas from Hybrid Derivatives Trading to the Credit Valuation Adjustment. He qualified as an Engineer in France, holds a graduate degree in Computer Science from Caen University and for many years traded financial derivatives for Mitsubishi UFJ Securities, Susquehanna and The Bank of New York.

Olivier GozlanOlivier Gozlan

Portfolio Manager of Crystal Fund.
Mr. Gozlan is the Portfolio Manager of Crystal Fund since 2006. He is responsible for monitoring positions, identifying new opportunities, presenting trade ideas to the investment committee and trading. Prior to joining Crystal Fund, Mr. Gozlan spent 3 years at JPMorgan as a CDO structurer, responsible for various aspects from origination to execution of new CDO transactions, as well as restructuring seasoned transactions. He has also been involved in several research projects with focus on quantitative modelling and analysis.





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