DrConall O'Sullivan

Dr Conall O'Sullivan is a lecturer in finance at the UCD Michael Smurfit Graduate Business School. His primary research interests are in numerical methods for derivatives pricing, derivatives markets, and fixed income markets. His research has been published in journals such as the Journal of Banking and Finance, Quantitative Finance, Energy Economics, the European Journal of Finance, the International Journal of Theoretical & Applied Finance, the Journal of Computational Finance, among others. He has presented papers at leading international conferences including the European Finance Association, the Bachelier World Congress and Computational Financial Econometrics. He is the programme director of the B.Sc. in Economics and Finance at the UCD Lochlann Quinn School of Business and a former programme director of the M.Sc. in Quantitative Finance at the UCD Michael Smurfit Graduate Business School. Conall was a visiting scholar at New York University's Finance and Risk Engineering department from January 2019 to June 2019 where he taught courses such as "Brain Teasers to Black-Scholes" and "Econometrics and Machine Learning through Python". Conall returned to NYU's FRE department as a visiting professor for the month of August from 2021 to 2023. Conall was a recipient of a UCD College of Business Teaching & Learning Award for Teaching Excellence in 2017 and 2021. He previously worked as a quantitative analyst and has consulted to a number of firms in the areas of equity derivatives pricing, interest rate and inflation derivatives modelling, and multi-period portfolio modelling.