Dr Alex Tse

Associate Professor in Financial Mathematics at University College London

Speaker

Dr Alex Tse is currently an Associate Professor in Financial Mathematics at University College London. His research areas include stochastic control and optimisation, and their applications to portfolio allocation, algorithmic trading, market frictions, risk-taking incentives, behavioural economic, etc. He received his PhD from the University of Warwick and has held positions at the University of Cambridge, Imperial College London, and the University of Exeter Business School. Prior to his academic career, he has been an equity derivatives trader at the Australia and New Zealand Banking Group for several years. He was named (together with Vladimir Lucic) Quants of the Year 2026 by Risk.net for their work on options market making.