Sebastian Jaimungal

Stewart Building | 149 College Street | Room: 410E


Fields of Study

Areas of Interest

  • Mean-field games
  • Algorithmic trading
  • Multi-Agent control
  • Reinforcement learning
  • Machine learning
  • Commodity Markets & Derivatives
  • Stochastic Control and Games


Prof. Jaimungal is the current director of the professional Masters of Financial Insurance Program and teaches in the Mathematical Finance Program and the PhD and MSc programs in the Department of Statistical Sciences. He is the current chair (former vice chair; former program director) for the SIAM activity group in Financial Mathematics and Engineering (SIAG/FM&E), a managing editor of quantitative finance, and an associate editor for the SIAM Journal on Financial Mathematics (SIFIN), among others. He is also a lab leader at Fields-CQAM and a founding board member of the Commodities and Energy Markets Association, currently serving on its advisory board.

His research interests lie in mathematical finance and ranges over a variety of topics in mean field games, algorithmic trading, machine learning, and commodities markets.


Administrative Service

Director, Masters of Financial Insurance Program