UCL Financial Computing and Analytics
UCL Financial Computing Group
- Carries out world-class research in financial risk, big data analytics, algorithmic trading, extreme market risk models, price formation, market microstructure, systemic risk, high frequency trading, portfolio optimization, market microstructure, agent based simulations.
- Collaborates with the financial services sector to provide outstanding graduates and postgraduates for careers in financial industry and the government's regulation sector.
- Has wideranging industry links including investment banks, retail banks, hedge funds, insurance companies, reinsurance companies, stock exchanges, alternative execution venues, financial services technology firms.