Natalie Packham is Professor of Mathematics and Statistics at Berlin School of Economics and Law and Principal Researcher within the International Research Training Group
High Dimensional Nonstationary Time Series (IRTG 1792) at Humboldt University Berlin. Natalie has several years of industry experience as a front office software engineer at an investment bank, and is frequently involved in industry-related research and consulting projects. Her research expertise includes Mathematical Finance, Financial Risk Management and Computational Finance, and her academic work has been published in Mathematical Finance, Finance & Stochastics, Quantitative Finance, Journal of Applied Probability and many other academic journals. She is associate editor of
Methodology and Computing in Applied Probability and
Digital Finance and co-chair of the GARP Research Fellowship Advisory Board. Natalie holds an M.Sc. in Computer Science from the University of Bonn, a Master's degree in Banking & Finance from Frankfurt School, and a Ph.D. in Quantitative Finance from Frankfurt School.