Research output per year
Research output per year
Research activity per year
Dr Mazibas is a dedicated researcher with a combination of academic and industry experience. Dr Mazibas has got 15+ years of experience in 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.
On the industry side, he worked for the Treasury, the Turkish FCA (banking regulator), a financial markets operator (Istanbul Stock Exchange) and global asset and fund managers in different capacities from an economist, quantitative analyst to the head of quant research and head of research and development.
Previously, Dr Mazibas established and successfully managed a large 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’ asset pricing and risk measurement models. Along with a number of 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 on a wide variety of 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 among others.
On the academic side, Dr Mazibas holds a BSc 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), also completed coursework of two other PhD programs: PhD in Financial Mathematics and PhD in Econometrics. During his degrees, he received highly prestigious scholarships and graduated with highest honours.
Along with academic degrees, Dr Mazibas also earned prestigious CFA and FRM charters along with banking specialist charter.
In the academia, Dr Mazibas worked as the Appleby Research Fellow in Portfolio Management at the University of Exeter.
He acted as the Managing Editor of Borsa Istanbul Review, a peer-reviewed international finance journal produced and hosted by Elsevier. He is a regular referee for international journals including Journal of Banking and Finance and International Journal of Forecasting.
Dr Mazibas is a published researcher in applied mathematics, quantitative finance and econometrics.
Dr Mazibas’ research interests are in the following areas: investment management, quantitative portfolio management, machine learning, asset pricing, volatility modelling, financial econometrics, quantitative behavioural modelling, market microstructure, risk modelling/management, and quantitative/algorithmic trading.
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
Doctor of Philosophy, PhD in Finance, University of Exeter
5 Oct 2008 → 12 Dec 2011
Award Date: 12 Dec 2011
Master of Science, MSc in Financial Analysis and Fund Management, University of Exeter
21 Sept 2007 → 24 Sept 2008
Award Date: 24 Nov 2008
Master of Science, MSc in Econometrics, Gazi University
8 Sept 2003 → 8 Sept 2005
Award Date: 8 Sept 2005
Bachelor of Economics
21 Sept 1994 → 26 Jun 1998
Award Date: 6 Aug 1998
Research output: Contribution to journal › Article › peer-review
Research output: Working paper/Preprint › Preprint
Research output: Contribution to journal › Article › peer-review
Research output: Contribution to journal › Article › peer-review
Research output: Chapter in Book/Report/Conference proceeding › Conference contribution
Mazibas, M. (Recipient), 21 Aug 2020
Prize: Prize (including medals and awards)
Mazibas, M. (Speaker)
Activity: Talk or presentation types › Invited talk
Mazibas, M. (Visiting researcher)
Activity: Visiting an external institution types › Visiting an external academic institution
Student thesis: Master's Thesis › Master of Science
Student thesis: Doctoral Thesis › Doctor of Philosophy
Student thesis: Master's Thesis › Master of Science