Dr. Rama Cont

Dr. Rama Cont is an internationally known expert in financial risk management and quantitative modelling in finance, and Consultant at SHEER Research & Advisory Ltd. He is Professor of Mathematical Finance and Head of the Computational Finance Group at the Oxford Mathematical Institute, Professional Fellow of St Hugh’s College (Oxford), and Senior Research Fellow at the Institute for New Economic Thinking. He is internationally recognized with more than 80 journal publications on these topics.

Professor Cont has extensive industry consulting experience in the design, audit and stress testing of risk management systems for large financial institutions, corporate clients and market infrastructures, and has participated as an expert in many regulatory audits and stress testing exercises across Europe, Asia, the US and Latin America.  He has provided expert advice and consultancy to global energy companies on financial returns and risk minimization models, with clients including Total Trading SA and Total Group. He has served as a consultant to various financial institutions and stock exchanges on matters related to the design, audit and stress of risk management systems, with clients including Norges Bank, the Basel Committee on Banking reform, the European Central Bank, the New York Federal Reserve, the US Commodity Futures Commission (CFTC), the US Office of Financial Research, the International Monetary Fund (IMF), DTCC, LCH, B3 (the Brazilian securities exchange), Point72 Asset Management, HSBC, the Chicago Mercantile Exchange (CME) and the Hong Kong Exchange. He has also served as Scientific Advisor and Board member for several technology companies.

Professor Cont was awarded various awards, including:

-         The Louis Bachelier Prize by the French Academy of Sciences in 2010 for his research on mathematical modelling in finance; and

-         The Royal Society Award for Excellence in Interdisciplinary Research in 2017 for his research on systemic risk.

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