Manuel Morales
Université de Montréal
Associate Professor
Specialist In Mathematical Finance, Actuarial Mathematics, Lévy Processes, Applications of Machine Learning in finance and insurance, Market micro-structre models, Technology Transfer of Statistical Learning Algorithms to the Financial and Insurance Sector.


I am currently an Associate Professor in the Department of Mathematics and Statistics at the University of Montreal. I have a Ph.D. in Mathematics (2003) from Concordia University and I have been a faculty member at the University of Montreal since 2005.

Having started my career studying applications of Lévy processes in finance and insurance I now have a particular interests in Statistical Learning Algorithms and High-Frequency Modeling in Finance. Although I continue to work on classical problems in Ruin Theory, Non-Gaussian Option Pricing Models, Financial Econometric Regime-switching Models and Axiomatic Risk Measures; I now also have research projects in partnership with key industrial quantitative research teams in the finance and insurance sector. These projects are carried out under industry-funded research contracts that were possible thanks to a professional network that I built over the years and that now allows me to explore applied directions in new exciting fields.

Since 2011, I am the Graduate Director of the M.Sc. program in Financial and Computational Mathematics. My teaching activities are within the actuarial and financial mathematics programs at the undergraduate and graduate level. I am also responsible for supervising Master’s and Ph.D. students working in Insurance Mathematics and Financial Mathematics.