Faculty team

Who teaches and supports you here

Plenty of programmes make a lot of noise about big names, but don’t always deliver when it comes to steady, practical teaching. Here, the faculty takes a different approach: they’re all seasoned professionals who value the long view over quick wins. You’ll meet people who’ve run models during market shocks, built processes that actually last, and aren’t afraid to admit what went wrong along the way.
The team includes risk managers, quantitative analysts, and consultants who have worked across major financial centres and regional institutions. Each brings a preference for plain talk, hands-on cases, and a workflow that mirrors what you’ll use on the job. They don’t just share what worked—they unpack the missteps too, so you pick up judgment as well as tools.

Curious about specific backgrounds? Profiles below show the range—each steady, quietly skilled, and more practical than promotional.

Download the brochure

Professor Siobhan Brennan

Stochastic Processes
Senior Faculty Member

Dr. Lucia Zanetti

Numerical Methods

Lecturer and Model Consultant

Professor Elias Cameron

Risk Scenario Analysis
Senior Faculty Member

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