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Martin Forde is a Lecturer in Financial Mathematics at King's College London, where he works in the Department of Mathematics. His research interests are primarily focused on Rough Volatility, Price Impact Models, Gaussian Fields, Multiplicative Chaos, Robust Hedging, and Exotic Options. Before joining King's College London, he served as a Research Fellow at Dublin City University and held a visiting Assistant Professor position at the University of California, Santa Barbara. Martin's expertise lies in analyzing complex mathematical models used in financial markets and developing robust strategies for optimal trade execution. His work has been published in several peer-reviewed journals, contributing to the international reputation of the Financial Mathematics group at King's College London. He is actively engaged in academic collaborations and workshops, furthering research excellence in this critical area of study.
King's College London • London, ENG
Lecturer in Financial Mathematics, focusing on research and teaching.
Dublin City University • Dublin, IE
Conducted research in mathematical finance.
University of California, Santa Barbara • Santa Barbara, CA, US
Taught courses and conducted research in financial mathematics.
Requirements are consistent across King's Business School and Social Science & Public Policy departments for standard Master's entries.