Sebastian Jaimungal

Ontario Power Building, 700 University Avenue, Room: 9102, 9109, Toronto, ON M5G 1X6


Fields of Study

Areas of Interest

  • Reinforcement Learning
  • Mean Field Games
  • Algorithmic Trading
  • Stochastic Control
  • Energy & Commodity Markets


Prof. Jaimungal is the director of the professional Masters of Financial Insurance Program. He is a Fields Institute Fellow and the former chair of the SIAM activity group in Financial Mathematics and Engineering (SIAG/FM&E). He acts on several editorial boards including Quantitative Finance and the SIAM Journal on Financial Mathematics. His research interests lie in mathematical finance and ranges over a variety of topics including machine learning, reinforcement learning, mean field games, stochastic control, and algorithmic trading, and commodity and energy markets.