Alexander Aurell Email & Phone Number

Stockholm County, Sweden

Stockholms Kommun, Stockholms Län, Sverige

Stockholm, Stockholm County, Sweden

Leading of the team of Expert Leads that provide supervisory-type of support for all company experts on part of the line-organization and as part of Operations area:- Week-to-week guidance on the Expert Lead work- Company process development for supporting competence and career growth and project successes of experts- Development of company Expert.

Supporting expert staff well-being, development and growth.

Stockholm, Stockholm County, Sweden

Stockholm, Stockholm, Sverige

Princeton, New Jersey, United States

Lecturing the undergraduate course Fundamentals of Statistics covering confidence intervals, hypothesis testing, regression, and more.

Princeton, New Jersey, USA

at the Department of Operations Research and Financial Engineering. Research focused on mathematical models for large games in economical sciences, biology, and epidemiology. Worked towards building understanding of the underlying mechanisms behind macroscopic patterns and behavior with game based models. Developing mathematical theory and machine learning.

Stockholm, Stockholm County, Sweden

Manager of the digital learning platform KTH Finance Lab: an environment for students of financial mathematics (100+) to access stock market data and use the quantitative analytics software Quantlab (by Algorithmica). Responsible for operations and upkeep. Collaborated on a development road map with faculty from KTH and engineers from Algorithmica. Took.

Stockholm, Stockholm County, Sweden

Held the role in the following courses: Optimization Theory; Systems Engineering; Financial Derivatives; Applied statistics; Probability Theory and Statistics; Markov Processes. Lead weekly in-class problem solving sessions and office hours. Frequently substituted as lecturer in the master level courses Probability Theory and Financial Derivatives.

Stockholm, Stockholm County, Sweden

Developed fast numerical methods for calibrating the SVI implied volatility model to market data. Designed a calibration algorithm, based on the SVI model's inherent properties and direct search methods from optimization theory, that was later featured in Orc Group's trading application product Orc Trader.

Stockholm, Sweden

Held the role in the following courses: Single Variable Calculus; Multivariable Calculus; Linear Algebra; Complex Analysis. Main responsibilities were weekly in-class problem solving sessions and grading.

Stockholm

Work in online education, in particular with courses preparing students for university studies in natural sciences and engineering. Mentoring students in web-based courses on high-school level mathematics, programming, and physics over phone and chat. Developed course material and managed the learning platform.

Danderyd, Stockholm County, Sweden

In-house substitute teacher at Fribergaskolan (middle school level with 450 students in 18 classes). Substituted for short-term teacher absence in any subject. Administrative and janitorial tasks, e.g., organized the school's work experience program "PRAO" in the spring semester.

Doctor Of Philosophy - Phd, Applied And Computational Mathematics

Ph.D. thesis: "Topics in the Mean-Field Type Approach to Pedestrian Crowd Modeling and Conventions" (2019) Selected courses: Statistical.

Master Of Science (M.Sc.), Engineering Physics

M.Sc. thesis: "The SVI Implied Volatility Model and Its Calibration" (2014) B.Sc. thesis: "Sound Wave Simulation in Computer Games" (2012).

Erasmus Exchange Semester, Mathematics And Engineering

Selected courses: Martingales in Financial Mathematics; Signal Processing for Communications; Introduction to Differentiable Manifolds