Jean-Pierre Zigrand

Jean-Pierre Zigrand is Co-director of the Systemic Risk Centre, Co-director of the Financial Markets Group and Associate Professor of Finance at the London School of Economics. His research interests are in the areas of systemic risk and asset pricing in which he has an extensive publication record. His teaching is principally in quantitative finance at MSc, PhD and executive levels. Dr Zigrand is the director of the LSE MSc Finance executive programme. He is a member of the Bank of England Bank’s Macroprudential Panel - Market Subgroup and has acted as a consultant to private sector financial institutions, to the Luxembourgish Central Bank as well as to regulatory bodies. He has been a Lead Expert to the UK Foresight Team on the Future of Computer Trading. Dr Zigrand has a BA and MA in Economics from the Catholic University of Louvain and a PhD in Economics from the University of Chicago.

Research Interests

• General equilibrium asset pricing
• Financial intermediation and delegation
• Continuous time asset pricing
• Market crashes
• Foundations of arbitrage

Companies

• Co-Director, Financial Markets Group (FMG) The London School of Economics and Political Science (LSE) (2018)
• Director, Systemic Risk Centre London School of Economics (2012)
• Associate Professor of Finance London School of Economics (1998)
• Member, LSE Research Committee The London School of Economics and Political Science (LSE) (2018 — 2020)
• Director, MSc Finance Executive Programme The London School of Economics and Political Science (LSE) (2005 — 2019)