Jan Obloj

Jan Obloj is Professor of Mathematics at the University of Oxford's Mathematical Institute, where he leads research in the Mathematical and Computational Finance and Stochastic Analysis groups. He serves as Fellow and Tutor in Mathematics at St John's College and is a member of the Oxford-Man Institute of Quantitative Finance.

His academic background includes a Ph.D. in Mathematics from University Paris VI and Warsaw University, preceded by a Marie Curie Post-Doctoral Fellowship at Imperial College London.

Professor Obloj's research focuses on the mathematics of randomness with emphasis on modeling robustness across probability theory, mathematical finance, and optimal transport. His work bridges theoretical frameworks like martingale optimal transport with practical applications in financial mathematics and deep learning robustness, demonstrating exceptional versatility in connecting abstract mathematical concepts to real-world quantitative challenges.

His recent publications reveal a dominant trend in applying optimal transport methodologies to causal inference and financial model calibration, particularly through distributionally robust optimization techniques that address uncertainty in complex systems.

Major scientific recognition includes:

• 2022 Hugo Steinhaus Award (Polish Mathematical Society)
• Fellow of the Institute of Mathematical Statistics (2022)
• ERC Starting Grant for ROBUSTFINMATH (2014-2018)
• University of Oxford Recognition of Distinction (2015)
• Teaching Award from University of Oxford (2010)
• Bruti-Liberati Fellowship at UTS (2011)

As principal investigator for significant research funding including his ERC grant, Obloj actively mentors graduate students while providing academic leadership as current President of the Bachelier Finance Society and Associate Editor for leading journals including Mathematical Finance and SIAM Journal on Financial Mathematics.

He directs a dynamic research ecosystem that has organized major international events including the 2018 Conference on Robust Techniques in Quantitative Finance and specialized workshops on Martingale Optimal Transport and Skorokhod Embeddings, fostering global collaboration in quantitative finance.