Johannes Ruf is a Professor at the London School of Economics (LSE) and a leading academic in mathematical finance. Johannes is currently the Deputy Director of LSE’s Data Science Institute. He has been a visiting professor at ORFE, Princeton University, and at the School of Data Science, CUHK Shenzhen. Before joining LSE, he served as a Senior Research Fellow at the Oxford-Man Institute of Quantitative Finance and as a Senior Lecturer at University College London (UCL). Johannes earned his Ph.D. in Statistics at Columbia University, New York.
Johannes’ research spans stochastic analysis, mathematical finance, portfolio theory, e-values and testing-by-betting, and applications of machine learning in finance. He has received several industry prizes, including the ‘Morgan Stanley Prize for Excellence in Financial Markets’ and recognition from Savvy Investor for one of the ‘Best Factor Investing Papers of 2018.’ Johannes’ work was featured in Risk magazine. He has also held several EPSRC research grants. A Fulbright scholar, Johannes has also won multiple teaching awards at Columbia University and LSE. He has coauthored numerous research articles with practitioners and academics across disciplines such as finance, economics, and operations research.
Johannes is an associate editor of Applied Mathematical Finance and Stochastic Models. He served on the Expert Council for the ‘Pilot Project on Environmental Stress Testing - Testing Corporate Loan Portfolios for Drought Scenario,’ launched by the United Nations Environment Programme. Johannes also served as Deputy Head of the LSE Mathematics Department and as director of the MSc programme in Financial Mathematics at LSE.