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Dr Conall O'Sullivan

Dr

Conall O'Sullivan

Lecturer/Assistant Professor
School of Business
01 716 8836
University College Dublin, School of Business, Graduate School of Business Carysfort Avenue Blackrock Co. Dublin

BIO

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. Recent research has been published in the Journal of Banking and Finance, Quantitative Finance, the International Journal of Theoretical & Applied Finance and the Journal of Computational Finance. He has presented papers at leading international conferences including the European Finance Association, the Bachelier World Congress and Computational Financial Econometrics. He is a former director of the M.Sc. in Quantitative Finance at the UCD Michael Smurfit Graduate Business School and is the current director of the B.Sc. in Economics and Finance at the UCD Lochlann Quinn School of Business. Conall was a visiting professor at New York University's Finance and Risk Engineering department from January 2019 to May 2019. Conall is currently an adjunct professor on NYU's M.Sc. in Financial Engineering (ranked top 10 in its field) where he teaches courses such as "Brain Teasers to Black-Scholes" and "Econometrics and Machine Learning through Python". Conall was a recipient of a UCD College of Business Teaching & Learning Award for Teaching Excellence in 2017. 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.

DEGREES

  • BSc
    University College Dublin
  • PhD
    University College Dublin