Mark Cummins

Background

About Mark Cummins

Mark Cummins is Professor of Financial Technology at the University of Strathclyde, where he leads the university's FinTech Cluster. He previously held the post of Professor of Finance at the Dublin City University Business School, where he was also Director of the Irish Institute of Digital Business. He holds a PhD in Quantitative Finance and has research interests in the following areas: financial technology (FinTech); quantitative finance; energy and commodity finance; sustainable finance; model risk management. He is keenly interested in the intersection between finanical technology and sustainable finance. Professor Cummins has produced a large collection of research studies focused on modelling issues, spanning model development, model testing, model selection and model risk, overlaid with a particular interest in statistically robust correction techniques for the multiple comparisons bias inherent in multiple hypothesis test settings. To date, Professor Cummins has over 50 publication outputs. He has published in leading international discipline journals such as: European Journal of Operational Research; Journal of Money, Credit and Banking; Journal of Banking and Finance; Journal of Financial Markets; Journal of Empirical Finance; Quantitative Finance; Journal of International Financial Markets, Institutions and Money; International Review of Financial Analysis; and European Journal of Finance. He has additionally published in highly ranked international field journals such as: Energy Economics; Applied Energy; Energy Policy; European Review of Agricultural Economics; Resources Policy; and Land Use Policy. Underscoring his research expertise, Professor Cummins is co-editor of the open access Palgrave title Disrupting Finance: Fintech and Strategy in the 21st Century (with Theo Lynn, John Mooney, and Pierangelo Rosati). He is also co-author of the Wiley Finance title Handbook of Multi-Commodity Markets and Products: Structuring, Trading and Risk Management (with Andrea Roncoroni and Gianluca Fusai). Professor Cummins has previous industry experience working as a Quantitative Analyst (Model Validation) within the Global Risk Function for BP Oil International Ltd, based in Canary Wharf, London. As part of the Risk Quantitative Analysis team, his primary responsibilities included derivatives and price curve model validation and development, with a global remit across BP’s oil, gas, power, commodities and emissions activities.