Stefan Zohren, PhD

Principal Quant, Man Group
Man Institute Contributor

Stefan Zohren is a principal quant in Man Group’s central trading division, where he is responsible for execution research across all derivatives traded by the company, including futures and FX. Much of his research leverages modern machine learning techniques and involves close collaboration with Man Group's investment engines. Stefan has worked with Man Group’s central trading division since 2018, first as an external scientific advisor, and then transitioning to his current role in early 2020. Stefan has previously worked as a quantitative strategist at two high-frequency trading firms.

Stefan is also an associate professor and faculty member of the Department of Engineering Science, University of Oxford, as well as a research fellow of the Oxford-Man Institute, where he previously served as deputy director. His academic research is focused on applied machine learning in finance, including deep learning for time-series modelling, reinforcement learning, network and NLP approaches. Stefan has published more than 80 scholarly articles. Most recently, Stefan co-authored ‘Quantifying Long-Term Market Impact’, which won ‘Best Article’ in the 2023 Bernstein Fabozzi/Jacobs Levy Awards of the prestigious Journal of Portfolio Management.

Stefan holds a PhD in Mathematical Physics from Imperial College.