Mark S. Joshi

Mark S. Joshi is a researcher and consultant in mathematical finance. He obtained a B.A. in mathematics (Top of class) from the University of Oxford in 1990, and a Ph.D. in pure mathematics from the Massachusetts Institute of Technology in 1994 under the supervision of Richard Melrose.^[1] He was an assistant lecturer in the department of pure mathematics and mathematical statistics at Cambridge University and a fellow of Darwin college from 1994 to 1999.^[2] Following which he worked for the Royal Bank of Scotland^[3] from 1999 to 2005 as a quantitative analyst at a variety of levels, finishing as the Head of Quantitative Research for Group Risk Management. He joined the Centre for Actuarial Studies at the University of Melbourne in November 2005 as an associate professor, and he is now a full professor. He lectures the subject Financial Mathematics III and is also a highly sought after honours supervisor in the department. He is a famous quant and known for his guide "On becoming a quant".^[4]

Mark Joshi has written many research articles on quantitative finance. The papers can be accessed from the SSRN library: http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=550354.

He has written two books on mathematical finance:

• The Concepts and Practice of Mathematical Finance,
• C++ Design Patterns and Derivatives Pricing,

and one book on quantitative finance job interview:

• Quant Job Interview Questions And Answers.

His fourth book "More Mathematical Finance" was published in September 2011.

References

1. ^ http://www.genealogy.ams.org/id.php?id=53176
2. ^ http://www.darwin.cam.ac.uk/fellows/fellows98.html
3. ^ On language: Quants, Ben Zimmer, New York Times, May 10, 2010
4. ^ B. Schachter, R. Lindsey, How I Became a Quant: Insights from 25 of Wall Street's Elite, page 1

• University of Melbourne page

External links

• Mark Joshi's personal page

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Name	Joshi, Mark S.
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