Curriculum Vitae
Contact & Links
yifan.jiang [at] imperial.ac.uk
Google Scholar Profile
Employment
Sep 2025 – PresentChapman Fellow in Mathematics
Imperial College London — London, United Kingdom
Mentored by Prof. Johannes Muhle-Karbe.
Imperial College London — London, United Kingdom
Mentored by Prof. Johannes Muhle-Karbe.
Education
Sep 2021 – Sep 2025DPhil in Mathematics of Random Systems
University of Oxford — Oxford, United Kingdom
Supervised by Prof. Jan Obłój and co-supervised by Prof. Gui-Qiang Chen.
Thesis: Adapted Wasserstein distances and their applications in distributionally robust optimization
University of Oxford — Oxford, United Kingdom
Supervised by Prof. Jan Obłój and co-supervised by Prof. Gui-Qiang Chen.
Thesis: Adapted Wasserstein distances and their applications in distributionally robust optimization
Sep 2016 – Jul 2020BSc in Mathematics and Applied Mathematics
Fudan University — Shanghai, China
Fudan University — Shanghai, China
Aug 2018 – Dec 2018Study Abroad in Mathematics
The University of Texas at Austin — Austin, TX, USA
The University of Texas at Austin — Austin, TX, USA
Research Interests
- Stochastic analysis (pathwise) and optimal transport (on the path space).
- Multi-particle systems and their large population limits.
- Distributionally robust optimization, applications to robust finance and machine learning.
Teaching Experience
2025 – 2026Lecturer, Imperial College London
Simulation Methods for Finance (Spring 2026)
Portfolio Management (Autumn 2025)
Simulation Methods for Finance (Spring 2026)
Portfolio Management (Autumn 2025)
2022 – 2024Teaching Assistant, University of Oxford
Part A Probability (Michaelmas 2024)
B8.1 Probability, Measure, and Martingales (Michaelmas 2022 & 2023)
MCF Advanced Numerical Methods (Hilary 2022)
Part A Probability (Michaelmas 2024)
B8.1 Probability, Measure, and Martingales (Michaelmas 2022 & 2023)
MCF Advanced Numerical Methods (Hilary 2022)
2023Tutor, University of Oxford
C4.9 Optimal Transport and Partial Differential Equations (Michaelmas 2023)
B8.3 Mathematical Models of Financial Derivatives (Hilary 2023)
C4.9 Optimal Transport and Partial Differential Equations (Michaelmas 2023)
B8.3 Mathematical Models of Financial Derivatives (Hilary 2023)
Awards & Honors
Jul 2024 Travel Award for Young Researchers, 12th Bachelier World Congress
Jun 2022 Finalist, Alibaba Global Mathematics Competition
Ranked 10th globally out of more than 50,000 international competitors.
Ranked 10th globally out of more than 50,000 international competitors.
May 2021 Oxford-Radcliffe Graduate Scholarship, University of Oxford
4-year full graduate doctoral research funding
4-year full graduate doctoral research funding
Oct 2017 Samsung Scholarship (First Prize), Fudan University
Academic Service
Sep 2025 Organizer, Imperial College Finance and Stochastics Seminar
Sep 2023 Organizer, Berlin Junior Researchers in Stochastic Optimal Control Workshop
Ongoing Journal Reviewer for:
Applied Mathematics and Optimization, Annals of Applied Probability, Biometrika, Finance and Stochastics, Mathematical Finance, Mathematics of Operations Research, Probability, Uncertainty, and Quantitative Risk, SIAM Journal on Control and Optimization.
Applied Mathematics and Optimization, Annals of Applied Probability, Biometrika, Finance and Stochastics, Mathematical Finance, Mathematics of Operations Research, Probability, Uncertainty, and Quantitative Risk, SIAM Journal on Control and Optimization.