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QuantMinds International
18 - 21 November 2024
InterContinental O2London

Carol Alexander
Professor at University of Sussex


Carol Alexander is an expert in crypto asset and derivatives markets, financial risk analysis, high-frequency data analysis, blockchains, pricing and hedging financial instruments, volatility analysis, investment strategies, benchmarking and portfolio management. She has a dual career in both industry and as an academic and is currently Professor of Finance at the University of Sussex and Visiting Professor at Peking University Business School. She has also edited the Journal of Banking and Finance since 2013. Throughout her corporate and academic careers Carol has designed and implemented mathematical models for pricing, trading, hedging and risk assessment for a wide range of asset management and investment banking clients, including some of the largest global exchanges such as the New York Stock Exchange, the Intercontinental Exchange and the FTX.US Exchange. She is the sole author of the best-selling textbook “Market Models” and of the four-volume textbook series Market Risk Analysis. Her latest textbook “Corruption and Fraud in Financial Markets” was edited with Douglas Cumming. In 2022 was voted as a top 10 Women Quants on Wall Street, the top 10 Quant Professors and the top 10 Crypto Voices, in polls conducted by Rebellion Research.

She has held corporate roles as a Director and Head of Market Risk Modelling for Nikko Securities; as a Director of Algorithmics Inc., the Toronto-based firm which provided risk modelling software to financial institutions and banks globally; and as a Bond Analyst for Phillips & Drew, City of London. She is consulting expert witness for Richards Butler, Fideres Partners and White and Case. Carol is a member of the Bachelier Prize Committee, the Leverhulme Prize in Economics Committee, and she is on the Steering Committee for the Centre for Financial Industries at the Fields Institute and on various advisory committees for research councils and industry associations. She has a BSc in Mathematics with Experimental Psychology and a PhD in Algebraic Number Theory from the University of Sussex, and an MSc in Mathematical Economics and Econometrics from the London School of Economics.

Agenda Sessions

  • Chair's welcome remarks

  • Profitable Arbitrage Strategies for Trading Crypto Options

  • The future of crypto