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Stuart Cockburn
Team Leader, Financial Services Quantitative Analytics (FSQA) at Oliver Wyman


Stuart is a Team Leader in Oliver Wyman’s Financial Services and Quantitative Analytics (FSQA) team. Before joining Oliver Wyman, Stuart spent four years as a technical lead within a UK Retail Bank Treasury function, working on a range of modelling projects across ALM, IRRBB and secured funding, including the establishment of a new covered bond programme.

Prior to this, he spent several years as a quantitative consultant in the Financial Services Risk and Regulation practice at a Big Four firm in London, working on front office pricing models and as part of the quant team supporting the Lehman Brothers administration.

Before moving into financial services, Stuart completed a post-doctoral research fellowship, publishing several papers on stochastic models for ultracold atomic superfluids. He holds a 1st class Masters in Theoretical Physics and a PhD in Applied Mathematics from Newcastle University.

Stuart Cockburn's Network

Agenda Sessions

  • How to automate model validation