Mateo Rodríguez Polo

Since September 2023, I have been a PhD candidate at the Department of Mathematics at ETH Zürich under the supervision of Prof. Dr. Dylan Possamaï and Prof. Dr. Johannes Muhle-Karbe.

Previously, I completed my master’s degree at ETH Zürich and my bachelor’s degree at the Autonomous University of Madrid.

My research interests lie in stochastic analysis and mathematical finance. In particular, I am interested in (backward) stochastic differential equations, (time inconsistent) stochastic control, stochastic filtering, and market impact modelling.

I have also completed internships in quantitative research at Jump Trading and quantitative trading at Jane Street.