Dr. Mikko Pakkanen

Associate Professor

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Biography

Mikko Pakkanen is an Associate Professor in Data Science and Quantitative Finance at the Department of Mathematics at Imperial College London. His research primarily intersects data science with stochastic processes in quantitative finance, with a particular emphasis on high-frequency financial data, market microstructure, volatility modeling, and machine learning techniques. Pakkanen has held positions as a Senior Lecturer at the University of Waterloo, and previously as a Lecturer and Postdoctoral Research Fellow at Imperial College London. He earned his PhD in Applied Mathematics from the University of Helsinki. His contributions to understanding financial systems and data-driven methodologies highlight his expertise in both theoretical and practical applications within the field of finance.

Research Interests

Experience

Reader

2025-06-01 — Present

Imperial College London, Department of Mathematics • London, United Kingdom

Reader in Data Science and Quantitative Finance.

Associate Professor

2022-09-01 — 2025-06-01

Imperial College London, Department of Mathematics • London, United Kingdom

Associate Professor (with tenure) in Data Science and Quantitative Finance.

Senior Lecturer

2022-09-01 — 2023-07-01

University of Waterloo, Department of Statistics and Actuarial Science • Waterloo, Canada

Senior Lecturer in Statistics and Actuarial Science.

Lecturer

2019-09-01 — 2022-08-01

Imperial College London, Department of Mathematics • London, United Kingdom

Lecturer in Mathematical Finance and Statistics.

Postdoctoral Research Fellow

2014-11-01 — 2019-08-01

Imperial College London, Department of Mathematics • London, United Kingdom

Postdoctoral Research Fellow focused on quantitative finance.

Research Assistant

2012-02-01 — 2012-04-01

Aarhus University, Department of Economics and Business • Aarhus, Denmark

Research Assistant in Economics and Business.

Requirements for Imperial College London

Master Program
Requirements
GPA Requirement
Required:3.5
IELTS
Listening
Required:6.5
Reading
Required:6.5
Writing
Required:6.5
Speaking
Required:6.5
Overall
Required:7
TOEFL
Listening
Required:22
Reading
Required:22
Writing
Required:22
Speaking
Required:22
Total
Required:100
Duolingo
Overall Score
Required:125
Overall
Required:125
Prerequisites
Materials Science Mechanical Engineering Civil Engineering Chemical Engineering Physics Chemistry
Application Checklist
  • Personal statement
  • CV/resume
  • Official university transcripts
  • Two academic or professional references
  • Application fee (£90)
Specialization Notes

Specialisms available in Materials for the Energy Transition or Theory and Simulation of Materials.