Jan Obloj

Professor of Mathematics at University of Oxford

Speaker

Jan Obloj is Professor of Mathematics at the University of Oxford, a Fellow of St John’s College and a member of the Oxford-Man Institute of Quantitative Finance. His research focuses on model uncertainty and robust methods for pricing, hedging and risk management. His recent work develops optimal transport methods for model calibration and sensitivity analysis, alongside distributionally robust optimisation and applications to machine learning. He served as President of the Bachelier Finance Society in 2024–2025 and is a Fellow of the Institute of Mathematical Statistics. His contributions to mathematical finance have been recognised with an ERC Starting Grant and the Hugo Steinhaus Award of the Polish Mathematical Society.