Ryan Donnelly

Ryan Donnelly is a Lecturer in Financial Mathematics at King's College London's Department of Mathematics, part of the Faculty of Natural, Mathematical & Engineering Sciences. He joined King's in 2019, following postdoctoral roles at Ecole polytechnique fédérale de Lausanne (Swiss Finance Institute) and the University of Washington (Department of Applied Mathematics). He holds a PhD in Mathematics from the University of Toronto.

His research focuses on stochastic control, algorithmic trading, limit order book models, and market microstructure. Key contributions include work on optimal execution strategies, price impact modeling, and mean-field competition dynamics. Donnelly has published extensively in journals like Applied Mathematical Finance and SIAM Journal on Financial Mathematics.

Teaching responsibilities include courses on stochastic analysis, financial markets, and stochastic control at King's College London. He has also taught at Imperial College London and the University of Washington, covering topics from investment science to high-frequency trading.

His research group at King’s is internationally recognized for financial mathematics. No scientific awards are explicitly listed, though his work has garnered 154 citations. Active collaborations include institutions in Switzerland, the U.S., and the U.K., focusing on quantitative finance and stochastic modeling.