Outside Activities

2010 onward*

A. Compensated Activities

Consulting, GLG Partners, 2012

Consulting, Man Investments, 2011-2013

Member, AHL Academic Advisory Board 2013-

Professor, Oxford University and Fellow, Nuffield College, 1991-2013

Speaking engagements, GLG Partners, 2010; Man Group, 2015

B. Significant Non-Compensated Activities

Associate editor, Econometrica, 2002-.

Fellow: British Academy, Society for Financial Econometrics and Econometric Society.

Council member, Society for Financial Econometrics, 2009-.

Member of Advisory Board for “Center for Research in Econometric Analysis of Time Series, (CREATES)”, Aarhus University, 2007-.

Member of the Scientific Committee for “BEDOFIH : Base européenne de données financières à haute fréquence,” 2012-.

Member of the Scientific Panel for the “Center for Financial Econometrics” (CoFie), Singapore Management University, 2009-.

Pro bono consultant to Her Majesty’s Revenue and Customs, 2013-.  Researching at HMRC’s Datalab on a project on human capital using linked administrative data from income tax returns and the English student loan book. 

Research Associate of the “Volatility Institute”, New York University, 2009-.

* Excludes honoraria from non-profit institutions, government agencies, and academic journals of $3,000 or less in a given year, and payments from for-profit firms of $500 or less in a given year.