Rama Cont

Rama Cont is the Professor of Mathematical Finance at the University of Oxford. He is known for contributions to probability theory, stochastic analysis and mathematical modelling in finance, in particular mathematical models of systemic risk. He was awarded the Louis Bachelier Prize by the French Academy of Sciences in 2010. Born in Tehran (Iran), Cont obtained his undergraduate degree from Ecole Polytechnique (France), a master's degree in theoretical physics from Ecole Normale Superieure and a degree in Chinese Language from Institut national des langues et civilisations orientales. His doctoral thesis focused on the application of Lévy processes in financial modelling. Cont started his career as a CNRS researcher in applied mathematics at Ecole Polytechnique (France) in 1998 and held academic positions at Ecole Polytechnique, Columbia University and Imperial College London. He was appointed 'Directeur de Recherche CNRS' (CNRS Senior Research Scientist) in 2008 and was chair of mathematical finance at Imperial College London from 2012 to 2018. He was elected Statutory Professor in Mathematical Finance at the Oxford Mathematical Institute and professorial fellow of St Hugh's College, Oxford in 2018. Cont's research focuses on probability theory, stochastic analysis and mathematical modelling in finance. His mathematical work focuses on pathwise methods in stochastic analysis and the Functional Ito calculus. In quantitative finance he is known in particular for his work on models based on jump processes, the stochastic modelling of limit order books as queueing systems machine learning methods in finance and the mathematical modelling of systemic risk. He was editor in chief of the Encyclopedia of Quantitative Finance. Cont has served as advisor to central banks and international organizations such as the International Monetary Fund and the Bank for International Settlements on stress testing and systemic risk monitoring.