Matt Davison works at the intersection of quantitative finance and operations research. His particular interests are computational finance, incomplete market theory, and energy finance. He holds a Canada Research Chair in quantitative finance.
Davison’s academic background is in engineering and math, and he learned a lot of finance on the job as a front office desk quant at Deutsche Bank Canada in the late 1990s. He continues to consult with industry, and serves on the academic advisory board of Mapleridge Capital Corporation.
Department of Applied Mathematics
University of Western Ontario
London, Ontario, N6A 5B7