Christoph Reisinger

Christoph Reisinger is a Full Professor of Applied Mathematics at the Mathematical Institute, University of Oxford, a position he has held since 2017 (previously Associate Professor from 2006-2017). He is a Fellow at St Catherine's College (since 2006) and an Associate Member of the Oxford-Man Institute of Quantitative Finance (since 2008). He serves as Director of Graduate Studies (Teaching) at the Mathematical Institute (2023-2026) and was Co-Director of the Centre for Doctoral Training on The Mathematics of Random Systems (2022/23). He is also a member of the Mathematical and Computational Finance Group (since 2006) and the Data Science Group (since 2018).

Professor Reisinger's research lies at the intersection of stochastic modeling, computational mathematics, and machine learning. His work spans stochastic control, numerical analysis of nonlinear PDEs, mathematical foundations of reinforcement learning and deep learning, and computational finance. Current research focuses on approximation and reinforcement learning of stochastic control problems, mathematical analysis of neural networks, mean-field limits of particle systems, numerical approximation of high-dimensional SDEs and PDEs, and mathematical modeling of financial markets.

His publication record shows a strong trend toward integrating machine learning with traditional computational finance methods. Recent work explores policy gradient methods for stochastic control, mean-field game theory applications to financial markets, and novel numerical schemes for McKean-Vlasov equations. His research bridges theoretical mathematics with practical applications in quantitative finance, particularly in option pricing, risk management, and market microstructure modeling.

Professor Reisinger has supervised numerous doctoral students, many of whom have gone on to prestigious positions in academia and industry. His current PhD students include Boris Baros, William Gibson, Matthieu Meunier, Zihan Guo, Maria Olympia Tsianni, Filippo De Angelis, and Michael Giegrich. His past students include several who have received awards such as the Graduate Paper Competition First Prize and G-Research DPhil Prizes.

He serves as Editor-in-Chief of the Journal of Computational Finance (since 2018) and holds associate editor positions at Applied Mathematics and Optimization (2022-2024), Applied Mathematical Finance (since 2018), and International Journal of Computer Mathematics (since 2012).