Colin Turfus

Researcher at Independent

Speaker

Colin Turfus worked for 16 years as a quantitative analyst in the investment banking area, working mainly on credit models and counterparty risk. He has researched analytic methods for calculating derivatives prices based on existing modelling approaches and extensions thereto. He authored and co-authored a number of articles in risk.net Cutting Edge and other leading finance journals and in 2021 published a Wiley Finance book on Perturbation Methods in Credit Derivatives: Strategies for Efficient Risk Management.

He obtained his Ph.D. from Cambridge University Department of Applied Maths and Theoretical Physics with a thesis on Stochastic modelling of turbulent dispersion near surfaces. He went on to publish a number of scholarly articles on this and related subjects and lectured on applied maths subjects over a fifteen-year period.