Management & Finance (2015 cohort)
I commenced my DPhil in Financial Economics in 2015. I am a Clarendon Scholar and a recipient of the ESRC Advanced Quantitative Methods Award.
My research interests comprise financial economics, asset pricing and market microstructure.
My DPhil research will focus on the analysis of systemic risk and the challenges of obligatory clearing and margining requirements for over-the-counter derivatives. The clearing obligation currently phased-in constitutes a major shift for the global OTC market and will have far-reaching and inconspicuous implications. It is in the interest of the market as a whole that these are investigated and their possible impact mitigated well in advance of the next financial crisis. The prodigious impact of clearing calls for many important questions to be asked regarding risk management of central counterparties – institutions were risk will be soon channelled and concentrated and whose misbehaviour poses significant systemic threat.
Prior to joining Saïd Business School’s Doctoral Programme, I worked as a Graduate Analyst for Commerzbank AG in London and as a Research Assistant at the Innocenzo Gasparini Institute for Economic Research in Milan. I hold an MSc in Finance Degree from Bocconi University, where I was a recipient of the Full Bocconi Graduate Merit Award for the whole duration of the Programme. I obtained a Bachelor Degrees in Finance & Accounting and in Economics from Warsaw School of Economics.