QuantMinds International is part of the Informa Connect Division of Informa PLC
This site is operated by a business or businesses owned by Informa PLC and all copyright resides with them. Informa PLC's registered office is 5 Howick Place, London SW1P 1WG. Registered in England and Wales. Number 3099067.
From 1985 – 1998 Carol was lecturer in Mathematics and Economics at the University of Sussex. From 1999 – 2012 she was Chair of Risk Management at the ICMA Centre in the Henley Business School at Reading. From 2010 – 2012 Carol was Chair of the Board of PRMIA (Professional Risk Manager’s International Association). From 1995 – 2004 she worked half-time as an academic and half-time in the finance industry.
Carol has held the following positions in financial institutions: Fixed Income Trader at UBS/Phillips and Drew (UK); Academic Director of Algorithmics (Canada); Director of Nikko Global Holdings and Head of Market Risk Modeling (UK); Risk Research Advisor, SAS (USA). She also acts as an expert witness and consultant in financial modelling.
Carol has been Chief Editor of the Journal of Banking and Finance since 2013. She publishes widely on a broad range of topics, including: volatility theory; option pricing and hedging; trading volatility; hedging with futures; alternative investments; random orthogonal matrix simulation; game theory and real options. She has written and edited numerous books in mathematics and finance and published extensively in top-ranked international journals. Her four-volume textbook on Market Risk Analysis (Wileys, 2008) is the definitive guide to the subject.