Oct 2024 - Present
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Olivia Auster Email & Phone Number
PhD Student in Mathematics & Founder
at
Queen Mary University of London
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✓ Verified Jun 2026
3 data sources
Profile completeness 86%
Current company
Role
PhD Student in Mathematics & Founder
Location
United Kingdom, United Kingdom, United Kingdom
Who is Olivia Auster? Overview
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Quick answer
Olivia Auster is listed as PhD Student in Mathematics & Founder at Queen Mary University of London, based in United Kingdom, United Kingdom, United Kingdom. AeroLeads shows a matched LinkedIn profile for Olivia Auster.
Olivia Auster previously worked as Teaching Associate at Queen Mary University Of London and Founder at Mv&H. Olivia Auster holds Phd Student, Mathematics from Queen Mary University Of London.
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Email format at Queen Mary University of London
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Queen Mary University of London
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Profile bio
About Olivia Auster
Olivia is a PhD student in Mathematics at Queen Mary University of London. Her main research interests are in Random Matrix Theory and related fields such as Probability Theory, Stochastic Analysis and Linear Algebra. She is the founder of MV&H Model Validation and Harmonisation Ltd, a company dedicated to the validation of scientific models and the harmonisation of procedures. She was a senior quantitative analyst specialised in equity and commodity derivatives with knowledge of all other asset classes. Her professional experience within investment banks and a utility energy company gave her the opportunity to deal with pure financial assets as well as with physical ones.Her skills and research interests in applied mathematics, probability theory, and multivariate statistics grant her the capacity to achieve various projects related to modelling and pricing for portfolio management, trading, and risk management purposes.She holds a master’s degree in applied mathematics and scientific computing (numerical analysis, stochastic analysis, solid and fluid mechanics, optimisation methods, and analysis) from Sup Galilee French engineering school, a postgraduate degree in finance from HEC Paris as well as an undergraduate degree in mathematics, theoretical physics, and computer science from Sorbonne Paris Nord University.Olivia is passionate about music and takes photos from time to time.
Current workplace
Olivia Auster's current company
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12 roles
Olivia Auster work experience
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Founder
Current
Mar 2021 - Present
Senior Quantitative Analyst
Stochastic modelling of equity stock and commodity prices self-assessment for counterparty credit risk purposes including documentation and implementation review to ensure compliance with the model risk governance framework in placeCommunication with the model validation team in this regard
Sep 2017 - Aug 2019
Quantitative Analyst
Quantitative research and implementation for stochastic modelling of equity prices in regards to counterparty credit risk managementEquity derivatives pricing for counterparty credit risk purposesModel review, documentation and validation remediation to ensure compliance with the model risk governance frameworkAnalyses for regulatory submissions of model.
Jun 2014 - May 2017
Quantitative Risk Analyst
Cross-asset risk analyses for counterparty credit risk purposesAnalyses for trade approvalsQuantitative support and implementation of analytical applications from scratch
Jul 2013 - Jun 2014
Quantitative Analyst
Research and prototyping of risk management models for counterparty credit risk purposes
May 2012 - Jun 2012
Exotic Equity Derivatives Quant
Implementation of specific quantitative library components maintained by the front office equity quantitative analytics groupQuantitative support and enhancement of analytical applications for the exotic equity index and single stocks trading desks
Oct 2009 - Nov 2011
Commodity Quantitative Analyst
Communication with the quantitative research team for model validation and review proceduresStochastic models validation of legacy systems for the simulation of energy commodity prices and those used to optimise medium to long-term power generation strategies of physical assetsCooperation with portfolio managersQuantitative support and implementation of.
Jan 2008 - Mar 2009
Equity Quantitative Developer
Quantitative support and implementation of additional functionalities to existing analytical applications designed for the equity structuring desk
May 2007 - Dec 2007
Cross-Asset Quantitative Analyst
Quantitative research and implementation of stochastic modelsPricing of financial derivatives
Jan 2006 - Mar 2007
Quantitative Analyst
Study of stochastic and econometric models for the simulation and forecasting of equity volatilityPricing of volatility derivatives
Jul 2005 - Dec 2005
Index Designer
Design and review of Euronext stock market indices in the context of Paris stock exchange restructuring
May 2004 - Sep 2004
4 education records
Olivia Auster education
Phd Student, Mathematics
Master'S Degree, Finance, Postgraduate Degree
Master'S Degree - Diplôme D’Ingénieur, Applied Mathematics And Scientific Computing, Postgraduate Degree
Associate'S Degree, Mathematics, Theoretical Physics And Computer Science, Undergraduate Degree - General Academic Studies Degree
FAQ
Frequently asked questions about Olivia Auster
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What company does Olivia Auster work for?
Olivia Auster works for Queen Mary University of London.
What is Olivia Auster's role at Queen Mary University of London?
Olivia Auster is listed as PhD Student in Mathematics & Founder at Queen Mary University of London.
Where is Olivia Auster based?
Olivia Auster is based in United Kingdom, United Kingdom, United Kingdom while working with Queen Mary University of London.
What companies has Olivia Auster worked for?
Olivia Auster has worked for Queen Mary University Of London, Mv&H, Bnp Paribas, Credit Suisse, and Barclays Investment Bank.
How can I contact Olivia Auster?
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What schools did Olivia Auster attend?
Olivia Auster holds Phd Student, Mathematics from Queen Mary University Of London.
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