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UCL Department of Civil, Environmental and Geomatic Engineering

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Dr Ramin Okhrati

Dr Ramin Okhrati

Lecturer in Digital Finance

Dept of Civil, Environ &Geomatic Eng

Faculty of Engineering Science

Joined UCL
1st Sep 2019

Research summary

I have a wide range of research interests summarised below:

  • Machine Learning and Artificial Intelligence in Finance

  • Financial Mathematics, in particular, topics related to Credit Risk, Hedging, Pricing, and Risk Management
  • Financial Technologies and Insurtech
  • Stochastic Analysis in Finance, in particular, applications of stochastic processes and risk measures in credit risk modelling.

Teaching summary

  • Finance and Artificial Intelligence

Biography

My background is in Mathematical Finance having a BSc, an MSc, and a PhD in Mathematics (more specifically Applied Probability) with concentration in Actuarial and Finance.  I have a lot of experience in theoretical and computational finance (driven by AI and machine learning methods) and financial technologies both from industrial (through consultancy and collaboration) and academic perspectives. Before joining UCL, I worked at the Mathematical Sciences of the University of Southampton (from 2013 to 2019) and a held a one year postdoctoral fellowship (2012 to 2013) at the Financial and Actuarial Mathematics group of Vienna University of Technology in Austria.


I am the founder and the head of UCL-AIRiskLab. AIRiskLab is an intellectual hub of innovative ideas and critical analysis of AI modelling in risk management.  AIRiskLab is committed to leveraging AI modelling and algorithms in risk management and study their long- and medium-term impacts on financial stability and sustainability, based on a broad interpretation of risk in finance.

 https://www.ucl.ac.uk/institute-finance-technology/research/airisklab



I'm also the program director of MSc in Banking and Digital Finance and a full-time faculty member of UCL Institute of Finance and Technology (IFT). Administratively, the programme sits under the UCL Department of Civil, Environmental and Geomatic Engineering. 


The aim of IFT is to provide leadership and training for future financial and business leaders in a fast-paced, fairer world. IFT creates a continuum between research, teaching and entrepreneurship through the creation of a new space for learning and co-creating. The Institute intends to provide an arena offering unequalled opportunities to combine applied research, innovative finance and entrepreneurial creativity in a learning environment.


For more information about our research and activities at IFT, visit our website at:

https://www.ucl.ac.uk/institute-finance-technology/

Publications