Dr Seyed Mostafa Mostafavi

Contact Details:

Email: smm98@imperial.ac.uk

Address: Imperial College London, South Kensington Campus, Huxley Building, 180 Queen’s Gate, London SW7 2RH

Tel: +4420 75895111

Biography:

Dr Seyed Mostafa Mostafavi is a Senior Quantitative Lead at Evalueserve in London, part time researcher at Imperial College London and Director and Founder of Meybod Analytics, a company which provides education and research in the field of application of statistical learning in industries such as Health Care, Engineering, Finance and Telecommunications. He has worked as a Vice President for Quantitative Risk and Capital Strategy at Credit Suisse in London, Model Risk Audit Manager at HSBC in London, Quant for Asset Liability Management at Barclays Capital in London, Quantitative Analyst for Credit Derivatives at Commerzbank in London, Quantitative Developer at International asset management in London and part time lecturer at UEL in London. His education includes BSc. in Communication Engineering from Sharif University of Technology in Tehran, MSc. in Communication Engineering from King's College London, MSc. in Mathematics and Finance from Imperial College London, PhD in Communication Engineering from University of Surrey and PhD in Application of Statistical Learning in Finance at Imperial College London.

Education:

PhD- Application of Statistical Learning in Financial Market Imperial College London

PhD- Communication Engineering University of Surrey, UK

MSc- Mathematics and Finance Imperial College, London

MSc- Telecommunications King’s College, London

BSc- Electrical Engineering (Communication) Sharif University of Technology, Tehran

Experience:

Senior Quantitative Lead-Evalueserve London, UK

Director and Founder-Meybod Analytics London, UK

Part time Researcher, Imperial College London London, UK

Vice President for Quantitative Risk and Capital Strategy-Credit Suisse London, UK

Model Risk Audit Manager ,HSBC London, UK

Assistant Vice President for Asset Liability Management, Barclays Capital London, UK

Quantitative Analyst (Credit Derivative), Commerzbank London, UK

Quantitative Developer (Portfolio Optimisation), International Asset Management London, UK

Quantitative analyst, Altera Partner& Hampton Investment Management London, UK

Part time Hourly Lecturer, UEL London, UK

Part time Tutor, King’s College London London, UK

Research Interests:

Application of Machine Learning in Finance, Business Analytics, Computational Management, Data Analytics, Quantitative Finance, Optimisation, Sensor Networks

Quantitative Finance Conferences as a Speaker

“Application of Machine Learning on Analysis of Emerging Market Indices”, Quant Summit 2018 Europe, London, 7^th of March 2018

“Leveraging machine learning, AI and human intelligence to respond to real business need” Waters Technology Innovation Summit, London, 15^th of November 2017

“Machine learning and big data: using behavioural modelling for effective learning and liquidity risk analysis”, Liquidity and Funding Risk Europe 2017, London, 19^th of September 2017

“Blockchain technology: emerging opportunities and risks”, Operational Risk Europe 2017, London, 14^th of June 2017.

“FRTB Non-Modellable Risk Factor”, FRTB Risk Summit, London 23^rd of May 2017

“Application of Machine Learning on Analysis of Stock Market Indices”, Quant Summit 2017 Europe, London, 15^th of March 2017

“The Melting Pot of Model Risk Management”, Quant Summit 2017 Europe, London, 15^th of March 2017

“Creating business value: Measuring the return of improved data management”, Webinar, 22^nd of February 2017

“Key Behavioural and Modelling Assumption in Measuring IRRBB”, Banking Book Risk Summit, London, 29^th of November 2016

“Islamic Finance Training Session”, Credit Suisse, London, 8^th of September 2016

“Central Counterparty Clearing House”, HSBC, London, July 2014

Selected Publications

S. Mostafa. Mostafavi, E.Hamadani, Rahim Tafazolli, Reimer Kuhn, “Delay minimisation in multipath routing using intelligent traffic distribution policies”, IET Communications, Vol. 5, No. 10, 01.07.2011, p. 1405 - 1412.

R. Kuhn, and S.M. Mostafavi, “Optimal Routing Policy”, IEEE Communication Letter. 12, 2008

S.Mostafa. Mostafavi, E.Hamadani, R. Tafazolli, “Maximum Delay Minimization in Multipath Routing”, CNSR 2010, Montreal, Canada

S.Mostafa. Mostafavi, E.Hamadani, R. Tafazolli, “Average Delay Minimization in Multipath Routing”, IWCMC 2010, Caen, France

S.Mostafa. Mostafavi, E.Hamadani, R. Tafazolli, “An Intelligent Traffic Distribution Policy in Wireless Mesh Networks”, Future Network and Mobile Summit 2010, Florence, Italy.

E Hamadani, S.Mostafa. Mostafavi, V Rakocevic, R. Tafazolli, “Analysis of IEEE802.11 DCF Parameters on Achievable Throughput in Ad hoc Networks”, VTC 2009, Alaska, USA

L. Hanzo (II.), S.Mostafa. Mostafavi and R. Tafazolli, “Connectivity-Related Properties of Mobile Nodes Obeying the Random Walk and Random Waypoint Mobility Models”, in Proc. Vehicular Technology Conf, (Singapore), pp. 133-137, May 2008.

S.Mostafa. Mostafavi, Mirko Presser, Haitham, Cruickshank and Rahim Tafazolli, “Intelligent Synchronized Data Aggregation for Wireless Sensor Network”, CAPS 2007, Guildford, UK

M.Ghassemian, M.Mostafavi, V.Friderikos and A.H.Aghvami, “On mobility metrics applied for ad hoc network protocol evaluation”, The 7th IFIP International Conference on Mobile and Wireless Communications Networks, CD Proceedings, September 2005