Carol Alexander

Carol Alexander is a Professor of Finance at the University of Sussex Business School, leading the Quantitative Fintech research group. She holds an Honorary Professorship at the Academy of Economic Studies in Bucharest. Her expertise spans financial risk analysis, blockchain, cryptocurrencies, volatility modeling, and derivatives pricing. She co-edited 'Corruption and Fraud in Financial Markets' and authored the 'Market Risk Analysis' textbook series. Previously, she held roles at TU Munich (John von Neumann Chair), Peking University (visiting professor), and the ICMA Centre (Chair of Financial Risk Management). She has extensive industry experience in risk modeling for institutions like Nikko Global Holdings and SAS.

Education:

• BSc (First Class) in Mathematics with Experimental Psychology, University of Sussex (1976)
• PhD in Algebraic Number Theory, University of Sussex (1980)
• MSc in Econometrics and Mathematical Economics, London School of Economics (1987)

Research Interests: Focuses on volatility dynamics, crypto asset markets, decentralized finance (DeFi), and risk management frameworks. Her work bridges academia and industry, with contributions to algorithmic trading models, blockchain protocols, and fraud detection mechanisms.

Publications: Over 100 peer-reviewed articles and 15 books, including groundbreaking work on market risk analysis and crypto market microstructure. Recent research explores Bitcoin volatility indices, arbitrage in DeFi, and regulatory frameworks for cryptocurrencies.

Awards: Recognized in 2022 as a top 10 Women Quant, Quant Professor, and Crypto Voice. Served on the Bachelier Prize Committee and Fields Institute Steering Committee.