Perin Joseph

Position: Lecturer and Module Leader - Quantitative Business Analysis
Email: josephp@regents.ac.uk
Faculty: Business & Management

Professional Biography

Perin Joseph has wide experience in teaching financial mathematics, business statistics, financial quantitative analysis and finance for both home and international students. His research interests fall under the general theme of financial markets. Presently, Perin’s research focuses on the market volatility dynamics in the UK during the global financial crisis.

Qualifications

  • PhD Finance candidate, Stirling Management School, University of Stirling from 2014/15 Research Topic: Equity Market Volatility Dynamics in the UK during the Global Financial Crisis
  • MSc Finance, Dept. of Financial Economics, Norwegian Business School, Norway (accredited by AACSB, EQUIS and AMBA),1997 Dissertation: The Predictive Power of the Yield Spread in Forecasting Future Short-Term Interest Rates Movements: A Test of the Expectation Theory of the Term Structure Using Norwegian Weekly Security Market Data, 1988-1997.
  • Master of Qualifying Examination in Economics, Dept. of Economics & Statistics, University of Peradeniya, Sri Lanka, 1986
  • BA (Hons) Economics, a four-year programme, Dept. of Economics & Statistics, University of Peradeniya, Sri Lanka, 1985 Dissertation: The Intervention of International Financial Institutions in the Sri Lankan Economy with special reference to the World Bank (IBRD) and the International Monetary Fund (IMF).

Relevant Past Employment

  • 2009 – current, Lecturer, Regent’s University London, UK
  • 2000 – 2002, Lecturer, London Metropolitan University, London, UK
  • 1987 – 1988, Graduate Tutor, Trinity College (Independent private), Kandy, Sri Lanka
  • 1985 – 1986, Research Team Leader, Prof. Dr. D. Hewagama, Department of  Economics and Statistics, University of Peradeniya, Sri Lanka

Professional Affiliation(s)/Accreditation

  • FHEA, Fellow, The Higher Education Academy, UK
  • MCSI, Member, The Chartered Institute for Securities & Investment, UK
  • FRSS, Fellow, The Royal Statistical Society, UK

Teaching & Course Development

  • Module Leader (since Fall 2009), Understanding Business Data (Financial Mathematics and Business Statistics), a core first-year undergraduate module
  • Taught Introduction to Financial Markets, second-year undergraduate module (Spring 2013)
  • Led and taught Collecting and Using Business Data, an elective second-year undergraduate module (Fall 2012)
  • Led and taught, Financial Quantitative Analysis, an elective second-year undergraduate module(Spring 2011)
  • Designed Understanding Business Data module and prepared a custom text with McGraw-Hill and revise on a yearly basis
  • Led and taught Global Finance and Risk, a core postgraduate module (Spring 2010)
  • Led and taught Multinational Financial Management, a third-year undergraduate module
  • Led seminars in Quantitative Methods for Business and IT, a core first-year undergraduate module, at London Metropolitan University (2000-02)
  • Supervising undergraduate and postgraduate dissertations since 2009
  • As a member of the programme development team, I designed and developed a second year Quants module for the new BSc Accounting & Finance
  • Designed a 20 credit core Quants module (QUA4A3) for BA International Business programme
  • Leading QUA4A3 and managing a teaching team of five

Examining

  • Internal examiner for Business Forecasting (third-year undergraduate ), Managerial Finance (third-year undergraduate), Quantitative Business Analysis (second-year undergraduate ), Principles of Financial Management and Investment Management (third-year undergraduate ) and Quantitative Analysis for Finance (second-year undergraduate).

Research Interests

  • Market volatility dynamics
  • Tail Risk
  • Co-movement of asset markets
  • Quartile regression (for GARCH models)
  • Dependence of assets
  • Term structure of interest rates (Yield curve)
  • Equity premium

Last updated: 08 December 2017