Mark S. Joshi
Mark Suresh Joshi was a British researcher and consultant in mathematical finance. His last position was a professor at the University of Melbourne in Australia.
His research focused on derivatives pricing and interest rate derivatives in particular. He was the author of numerous research articles and seven books; his popular guides, "On becoming a quant" and "How to Get a Quant Job in Finance", are widely read.
Early life and education
Joshi was born and grew up in Dunblane, Scotland.He obtained a B.A. in mathematics from Hertford College, University of Oxford in 1990, and a Ph.D. in pure mathematics from the Massachusetts Institute of Technology in 1994 under the supervision of Richard Melrose.
Career
He was an assistant lecturer in the department of pure mathematics and mathematical statistics at Cambridge University and a fellow of Darwin College from 1994 to 1999.Following this, he worked for the Royal Bank of Scotland from 1999 to 2005 as a quantitative analyst at a variety of levels, finishing as the Head of Quantitative Research for Group Risk Management.
He joined the Centre for Actuarial Studies at the University of Melbourne in November 2005 as an associate professor, and was subsequently promoted to full professor. He taught the subject Financial Mathematics III and was also a highly sought after honours supervisor in the department.