Dr. Bernard Murphy work email
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Dr. Bernard Murphy personal email
Freelance academic and industry consultant in the field of quantitative finance and financial derivatives. Recent assignments and placements : * Boston University, Questrom School of Business (Spring 2019, "Fixed Income Derivatives and Portfolio Strategies", MS in Mathematical Finance).* Nordic Aviation Capital (Summer 2019, project focused on the financial engineering, stress-testing, scenario and risk-analysis of new structured financial products for the aircraft leasing industry).* Dublin City University (Fall 2018, MSc in Investment, Treasury and Banking, "Portfolio Performance Evaluation Theory").* Institute of Banking / University College Dublin (Spring 2018, "Certificate in Complex Financial Derivatives" - Northern Trust), Acknowledged expert in the valuation and reverse-engineering of complex financial products with applications to the structured investment products, aircraft leasing and energy trading industries, and in the formulation and performance attribution analysis of quantitative investment strategies.Established track-record in financial innovation through leadership role in developing Ireland's first University campus-based trading floor, and as the Principal Investigator in the first EI-funded Innovation Partnership Programme collaboration aimed at creating new structured financial products for the aircraft leasing industry.
Financial Derivatives Education & Risk Advisory Ltd
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Managing DirectorFinancial Derivatives Education & Risk Advisory Ltd Nov 2017 - PresentIrelandFreelance academic consultant specializing in financial derivatives education in world-renowned academic institutions and in the provision of financial engineering risk advisory to industry clients (particularly in the aircraft leasing industry).Aim to leverage technical insights and knowledge evident in recent publications in Journal of Banking & Finance, Quantitative Finance, Journal of Energy Markets.Cummins, M., Kiely, G. and Murphy, B., (2018), “Gas storage valuation under Multifactor Lévy processes”, Journal of Banking & Finance, Feb 2018.Cummins, M., Kiely, G. and Murphy, B., (2018), “Gas storage valuation under Lévy processes using the Fast Fourier Transform”, Journal of Energy Markets, 10(4), 1-44, DOI: 10.21314/JEM.2017.169.Cummins, M., McCullagh, O. and Murphy, B. (2016) “Model Risk in Financial Markets: From Financial Engineering to Risk Management” by Tunaru, R., Quantitative Finance, 16(9), 1333-1337.Expert in the valuation, reverse-engineering and risk deconstruction of complex financial products and investment strategies with particular relevance to the wealth management (structured investment products, quantitative investment strategies), aircraft leasing (structured operating leases) and airline treasury management (jet fuel hedging) sectors.
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University Lecturer (Fixed Income Securities - Master Of Science In Mathematical Finance)Boston University Questrom School Of Business Jan 2019 - Jun 2019Boston, MassDelivered an advanced graduate level course in "Fixed Income (Derivative) Securities". Syllabus included topics in yield curve modeling and spline estimation methods; fixed-income multi-factor portfolio hedging theory and applications; term structure derivatives valuation, risk-analysis, hedging and yield-spread arbitrage portfolio trading strategies; short rate models; whole yield curve models; Libor/Swap market models - a syllabus which requires a rigorous theoretical understanding of, as well as an ability to apply, Ito calculus and 'measure theory', and which is distinguished by the emphasis placed on 'putting (advanced) theory into practice' using advanced real-time Bloomberg risk-analytics and trading interfaces and the powerful modeling and risk analysis functionality of the Matlab Fixed Income Toolbox. -
University LecturerDublin City University Sep 2018 - Jan 2019Business SchoolDelivered graduate level courses in "Theory of Finance" and "Portfolio Performance Measurement Theory" on the long-established MSc in Investment, Treasury and Banking programme. -
Emeritus Lecturer In FinanceUniversity Of Limerick Nov 1994 - Mar 2018IrelandCourse Directorships - MSc in Computational Finance, Specialist Diploma in Aviation Finance and Aircraft Leasing. Founder of the University of Limerick "Campus Trading Floor", a state of the art Bloomberg-equipped Financial Markets Laboratory. PhD Supervisor. -
Principal Investigator - Ul / Enterprise Ireland Aviation Finance Research Innovation PartnershipUniversity Of Limerick Jan 2011 - Jan 2014This research collaboration (jointly funded by Enterprise Ireland and a Shannon based Lessor) integrated exotic equity derivative pricing models with advanced financial engineering techniques to financially engineer commodity price hedges and structured operating leases for applications in the airline treasury and aircraft lease financing sectors. See PowerPoint file attached for overview.
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Senior Quantitative Analyst - Financial Engineering GroupBp 2001 - 2002City Of LondonSenior Quantitative Analyst & Joint-Head Financial Engineering Group, BP Finance, late-2001 to mid-2002 during sabbatical from University of Limerick.
Dr. Bernard Murphy Skills
Dr. Bernard Murphy Education Details
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Financial Derivatives (Financial Options Research Centre) -
Economics -
Forc (Financial Options Research Centre)
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Economics
Frequently Asked Questions about Dr. Bernard Murphy
What company does Dr. Bernard Murphy work for?
Dr. Bernard Murphy works for Financial Derivatives Education & Risk Advisory Ltd
What is Dr. Bernard Murphy's role at the current company?
Dr. Bernard Murphy's current role is Freelance Finance Academic & Financial Engineer.
What is Dr. Bernard Murphy's email address?
Dr. Bernard Murphy's email address is bernard.murphy@ul.ie
What schools did Dr. Bernard Murphy attend?
Dr. Bernard Murphy attended University Of Warwick - Warwick Business School, University College Dublin, University Of Warwick - Warwick Business School, Questrom School Of Business, Boston University, University College Dublin.
What skills is Dr. Bernard Murphy known for?
Dr. Bernard Murphy has skills like Derivatives, Quantitative Analytics, Financial Risk, Financial Markets, Matlab, Research, Fixed Income, Equities, Quantitative Finance, Energy, Econometrics, Portfolio Management.
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