Ola Mahmoud obtained her Ph.D. in Mathematics from the University of Cambridge in 2011, a Master of Advanced Study in Mathematics (also known as Part III of the Mathematical Tripos) from the Department of Pure Mathematics at the University of Cambridge in 2005, and a B.Sc. in Mathematics from the American University in Cairo in 2004. Currently, Ola is a Postdoctoral Researcher and Lecturer at the Faculty of Mathematics and Statistics at the University of St. Gallen in Switzerland. Previously, she was a Quantitative Investment Strategist at the Swiss private bank Pictet & Cie and a researcher at MSCI Inc. under a fellowship sponsored by the Marie Curie Initial Training Network on Risk Management and Risk Reporting. Her current research interests include the theory of quantitative risk and the development of mathematical paradigms of risk diversification.
Working and Published Papers
2015-03: Enrico G. De Giorgi and Ola Mahmoud, "Diversification Preferences in the Theory of Choice"
2014-03: Lisa R. Goldberg, Ola Mahmoud, "On a Convex Measure of Drawdown Risk" Revised as “Drawdown: From Practice to Theory and Back Again,” September, 2016