MathFin.University of Toronto

People

Faculty, postdoctoral researchers, and students in the University of Toronto Mathematical Finance group.

Faculty Members

Meet our distinguished faculty advancing the field of mathematical finance through groundbreaking research and innovation.

Sebastian Jaimungal

Professor and Department Chair

Stochastic control and games, reinforcement learning, machine learning, clean energy, and algorithmic trading and other applications in mathematical finance.

Ting-Kam Leonard Wong

Associate Professor

Portfolio theory, optimal transport, information geometry, stochastic processes, statistical methodology, probability, and mathematical finance.

Silvana Pesenti

Associate Professor

Actuarial science, quantitative risk management, risk measures, dependence uncertainty, stress testing, systemic risk, and insurance.

Dena Firoozi

Assistant Professor

Mean-field games, stochastic control, stochastic analysis, systemic risk, risk-sensitive decision-making, and applications in finance.

Xiaofei Shi

Assistant Professor

Stochastic optimization, stochastic differential equations, portfolio theory, transaction costs, machine learning, statistical methodology, and applications to mathematical finance.

Christopher Blier-Wong

Assistant Professor

Actuarial science, quantitative risk management, dependence modelling, risk sharing, decision theory, statistical methodology, and machine learning in insurance.

PhD Students & Postdocs

Meet our exceptional postdocs and students advancing research in mathematical finance.

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Qinghua Ren

Postdoctoral researcher (Silvana Pesenti)

Since 2026

Vedant Choudhary

Vedant Choudhary

PhD student (Sebastian Jaimungal)

Since 2021

Generative modelling of financial time series data.

Xuchen Wu

Xuchen Wu

PhD student (Sebastian Jaimungal)

Since 2021

Partial-information leader-follower games and algorithmic trading.

Kathleen Miao

Kathleen Miao

PhD student (Silvana Pesenti)

Since 2021

Mathematical problems in insurance and risk management, dependence uncertainty, and robustness.

Brandon Tam

Brandon Tam

PhD student (Silvana Pesenti)

Since 2023

Distributionally robust optimization and risk sharing.

Elijah French

Elijah French

PhD student (Sebastian Jaimungal & Leonard Wong)

Since 2024

Mean-field games and complex systems in finance.

Mathew Cater

Mathew Cater

PhD student (Sebastian Jaimungal)

Since 2024

BC

Brian Ceco

PhD student (Leonard Wong & Xiaofei Shi)

Since 2024

RA

Radu Alexe Padina

PhD student (Xiaofei Shi)

Since 2025

SL

Shang Li

PhD student (Sebastian Jaimungal & Wenlong Mou)

Since 2025

ZZ

Zhe Zhou

PhD student (Dena Firoozi)

Since 2025

DK

Denis Khatnyuk

PhD student (Sebastian Jaimungal)

Since 2026

TA

Terrence Allder

PhD student (Sebastian Jaimungal & Silvana Pesenti)

Since 2026

AB

Aidan Boyle

PhD student (Sebastian Jaimungal & Dena Firoozi)

Since 2026

Isaac Marchand

Isaac Marchand

PhD student (Xiaofei Shi & Christopher Blier-Wong)

Since 2026

Generative modelling of climate risk.

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Past Members

Former students and postdoctoral researchers affiliated with the Mathematical Finance group.

  • Liam Welsh

    PhD, 2026 · Clean energy finance

  • Amanjit Kainth

    PhD, 2026 · Information-geometric and transport gradient flows for optimization

  • Emma Kroell

    PhD, 2025 · Model ambiguity in continuous-time non-life insurance

  • Samuel Perrault

    Postdoc, 2023-2025 · Hydrological modelling and flood risk

  • Anthony Coache

    PhD, 2024 · Risk-sensitive reinforcement learning using time-consistent dynamic risk measures

  • Marlon Ruoso Moresco

    Postdoc, 2022-2024 · Dynamic robust risk measures and natural catastrophe insurance

  • Yichao Chen

    PhD, 2023 · Deep learning for mean-field-type problems

  • Steven Campbell

    PhD, 2023 · Optimization problems in model-free stochastic portfolio theory and sequential testing games

  • Brian Ning

    PhD, 2022 · Deep reinforcement learning

  • Arvind Shrivats

    PhD, 2021 · Solar renewable energy certificate markets

  • Tianyi Jia

    PhD, 2021 · Algorithmic trading in foreign exchange markets

  • Zhen Qin

    PhD, 2021 · Model uncertainty in commodity and energy markets

  • Ali Al-Aradi

    PhD, 2020 · Outperformance and tracking in active and passive portfolio management

  • Tad Ferreira

    PhD, 2020 · Machine learning in algorithmic trading and reinforced deep Kalman filters

  • Philippe Casgrain

    PhD, 2019 · Algorithmic trading with latent models and mean-field games

  • David Farahany

    PhD, 2018 · Monte Carlo and PDE methods for multidimensional optimal stopping under stochastic volatility

  • Xuancheng (Bill) Huang

    PhD, 2017 · Mean-field games with ambiguity aversion

  • Luhui Gan

    PhD, 2017 · Dynamic trading in a limit order book

  • Ryan Donnelly

    PhD, 2014 · Ambiguity aversion in algorithmic and high-frequency trading

  • Jason Ricci

    PhD, 2014 · Applied stochastic control in high-frequency and algorithmic trading

  • Eddie Ng

    PhD, 2010 · Kernel-based copula processes

  • Georg Sigloch

    PhD, 2009 · Utility indifference pricing of credit instruments

  • Angel Valov

    PhD, 2009 · First-passage times, integral equations, randomization, and analytical approximations

  • Vladimir Surkov

    PhD, 2009 · Option pricing using Fourier space time-stepping

  • Samuel Hikspoors

    PhD, 2008 · Multifactor energy price models and exotic derivatives pricing

  • Ziteng Cheng

    Postdoc · Sequential decision-making, mean-field games, and learning theory

  • Omid Namvar Gharehshiran

    Postdoc · Stochastic approximation and model-free trading

  • Damir Kinzebulatov

    Postdoc · Algorithmic trading and randomized pinned measures

  • Mojtaba Nourian

    Postdoc · Major-minor mean-field games and optimal execution