uqrfouls's picture

Personal Details

Title
Dr
Firstname
Roxane
Family Name
Foulser-Piggott
Biography

I am an Honorary Fellow in the School of Mathematics and Physics at UQ where I lecture in the Master of Financial Mathematics program and supervise student placements at Suncorp Bank. I work as the leader of Financial Risk Analytics at Suncorp Bank where I am responsible for the validation and enhancement of credit and market risk models including stress testing. Completing my PhD in statistical modelling of earthquakes at the Earthquake Engineering Group in the Department of Civil Engineering at Imperial College, London, UK, my PhD co-supervisors were Professor Washington Ochieng and Dr Peter Stafford. Following my PhD, I was an ESTC PostDoctoral Research Fellow at the Centre for Risk Studies in the Judge Business School at the University of Cambridge, Cambridge, UK.

More information about my research can be found at my Google Scholar page.

Description
Honorary Fellow
Research Group URL
http://www.smp.uq.edu.au/financial-mathematics
Type
Staff
SubType
Academic staff
Building
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Room
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Phone
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Discipline
Mathematics and Statistics
Research Interests
Financial Mathematics, Predictive Modelling, Quantifying Uncertainty, Risk Analysis, Network Theory.
Personal/External URL
https://scholar.google.com.au/citations?user=bixiz8JAAAAAJ&hl=en&oi=ao

History

Member for
15 weeks 3 days