Dr Murat Mazibas

Lecturer

University of Dundee School of Business, School of Business

Accountancy & Finance, School of Business

Portrait photo of Murat Mazibas
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Contact

Email

m.mazibas@dundee.ac.uk

Phone

+44 (0)1382 381484

Locations

1-3 Perth Road

Biography

Dr Mazibas is a dedicated researcher with a combination of academic and industry experience. Dr Mazibas has got 15+ years of experience in the banking, capital markets and investment management industry. He has specialized in research, development and implementation in quantitative finance, investment management, risk modelling and quantitative trading/investment. He worked for the Treasury, banking regulator, financial markets operators and global asset and fund managers in different capacities from an economist, quantitative analyst to the head of quant research and director of research and development.

On the industry side, earlier, Dr Mazibas established and successfully managed a sizeable multi-disciplined quant group in the Turkish FCA. He also delivered projects on developing risk models, financial and asset pricing models, analysis tools and techniques and financial analytics. He inspected and validated banks’ risk measurement models. Along with several international and national research, development and implementation projects on the banking system, he successfully managed the Basel-II project in Turkey.

Recently, Dr Mazibas spearheaded and successfully developed new businesses in various areas, including establishing energy, metal and other commodity markets, Financial Technology Centre, Centre for Applied Research in Finance and Turkish Energy Exchange; developing order book analytics and execution algos for algorithmic trading. He also managed the research on market microstructure, macro-econometrics, algorithmic trading, high/mid/low-frequency trading, and volatility modelling.

On the academic side, Dr Mazibas, actively drawing on his experience in the banking and finance industry, has been active in leading prestigious accreditation projects, founding research labs, designing postgraduate modules and programmes, developing practice-led innovative teaching methods and teaching undergraduate and postgraduate students.

Dr Mazibas currently acts as the Director for Financial Trading and Business Behavioural Lab and Director for MSc International Banking and Finance and MFin International Finance programmes.

He has published widely in highly respected journals, including the European Journal of Operational Research, Journal of Banking and Finance and International Review of Financial Analysis. He is a regular referee for international journals.

Dr Mazibas holds a BSc (Hons) degree in Economics (Istanbul University), an MSc degree in Econometrics (Gazi University), another MSc degree in Financial Analysis and Fund Management (University of Exeter), a PhD degree in Finance (University of Exeter). During his degrees, he received highly prestigious scholarships and graduated with the highest honours. Dr Mazibas also earned the prestigious CFA and FRM charters and banking specialist charter along with academic degrees. He is a fellow of Higher Education Academy (UK).

Research

Areas of expertise

  • Quantitative investment and trading
  • Behavioural financial modelling
  • Volatility modelling and forecasting
  • Fund management
  • Bank capital and risk management
  • Operational risk measurement

Dr Mazibas has published widely in highly respected journals, including the European Journal of Operational Research, Journal of Banking and Finance and International Review of Financial Analysis. He published in quantitative investment models and strategies, behavioural financial modelling, hedge funds portfolio construction, portfolio optimisation, financial predictions with artificial intelligence and machine learning algorithms, cryptocurrencies, volatility modelling, operational risk measurement, and bank capital and risk management.

Dr Mazibas is actively researching quantitative behavioural modelling, financial predictions with artificial intelligence, machine learning algorithms, asset pricing and cryptocurrencies.

Dr Mazibas has been active in producing high quality and impactful research published in highly respected journals. He has given talks and keynote speeches in international conferences. He has presented his research in highly respected international conferences. He has also organised impactful international conferences, panels and seminars. He has contributed to broader professional activities as a journal managing editor and a referee to reputable international journals. He has co-supervised postgraduate research students and supervised taught postgraduate students. Dr Mazibas has been actively involved in industry projects.

Research Themes

  • Markets and Governance

Impact and Knowledge Exchange

Dr Mazibas’s research has disseminated his research in the form of journal articles, conference papers, working papers and discussion papers. His research has impacted the policies of governments, central banks and bank regulators. His research has also impacted the financial industry institutions and participants such as banks, investment funds, hedge funds, and risk and investment management software providers. He has been invited to private advisory meetings and financial industry and wider professional public events (e.g., international forums, conferences, seminars, panels) and gave speeches and took part in discussion panels. He has also been involved in academic and professional consultancy projects in the financial industry.       

View full research profile and publications

Teaching

Dr Mazibas has taught in undergraduate and postgraduate courses. He has designed and delivered postgraduate modules. He is the module leader for the three postgraduate modules.

Undergraduate Courses Taught

BU42003 Portfolio Management, University of Dundee

900009 ENG Matlab for Decision Maker, University of Bergamo, Italy

Postgraduate Courses Taught

BU51012 Risk Management in Banking, University of Dundee

BU53042 Security Analysis and Equity Valuation, University of Dundee

BU53043 Investment Management, University of Dundee

BU51033 Moving up to Business, University of Dundee

BEAM043 Portfolio Investment Game, University of Exeter