Dominic O’Kane

Dr Dominic O’Kane is a Professor of Finance with over 12 years’ experience in front office quantitative research in investment banking, followed by 16 years’ experience in academia.  Before entering the finance industry, he completed a doctorate on ‘early’ AI in the Theoretical Physics Department of Oxford University.  His current academic interests include derivative pricing and risk, machine learning and counterparty risk; he is now looking into global supply chains. 

He was a risk quant for an internal hedge fund, then moved to working as an interest rate quant, and later became head of European Quant Research.

He enjoys coding and is the author of the open source FinancePy quantitative finance library.  He has published books and research papers on the topics of credit derivatives, fixed income securities, fixed income portfolio management, effects of EU legislation and OTC derivatives, as well as several industry publications on corporate banking, credit default swaps, and credit modelling.  At EDHEC, he has taught core and advanced courses in fixed income, financial derivatives, machine learning, deep learning, Python and C++.  He has also taught finance courses at Oxford University, Yale University, and the London Business School.