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academic community

Faculty

With strong backgrounds in academia, industry and teaching providing the best academic support, our Faculty combine thought leadership and experience to deliver state-of-the art modules and prepare our students to engage with the financial world and build their career in banking and finance.

Benefiting from substantial careers worldwide at companies such as Barclays, Lloyds, HSBC, Citi, Credit Suisse, to name a few, our Faculty members also hold academic degrees from leading universities, including New York University’s Graduate School of Business Administration and the London Business School (the world's two financial capitals).

Dr Melanie Houllier

Dr Mel Houllier

Visiting Scholar

Melanie is a Model Risk Professional at Barclays. She obtained her PhD in Applied Econometrics from Cass Business School, City, University of London and has taught graduate courses at ESCP. She has a keen interest in Risk Model Governance and Financial Stability.

Expertise
Financial Market Infrastructures, Model Risk Management, Model Risk Governance, CCPs, Energy Economics, Energy Policy.

Experience 
Barclays Bank plc, Quantitative Modeller Wholesale Credit Risk, Assistant Vice President: 2018 – present.
Citi, Model Risk Management IA, Assistant Vice President: 2015 – 2017.
Bank of England, Financial Market Infrastructures, Risk and Research Specialist: 2014 – 2015.

Education
PhD, Applied Econometrics, Cass Business School, City, University of London: 2011 – 2014.
MRes, Cass Business School, City, University of London: 2010 – 2011.
MSc, Industrial Engineering, Technical University Aachen Germany: 2004 – 2010.

Professional Qualifications
Chartered Internal Auditor.

Languages 
English (fluent), German (fluent), French (basic).

  • Publications 
    I want security: stylized facts about central counterparty collateral and its systemic context, Journal of Financial Market Infrastructures, 2018.
  • Initial margin model sensitivity analysis and volatility estimation, Journal of Financial Market Infrastructures, 2017.
  • Reassessing the integration of European electricity markets: a fractional cointegration analysis, Energy Economics, 2016.
  • Time-varying convergence in European electricity spot markets and their association with carbon and fuel prices, Energy Policy, 2016.
  • Germany’s nuclear power plant closures and the integration of electricity markets in Europe, Energy Policy, 2015.
Refereeing 
Journal of Energy Policy.

Awards
European Energy Exchange, Best PhD thesis: 2014. 

External recognition 
Journal of Renewable and Sustainable Energy, Energy Policy, Applied Energy, Journal of Regulatory Economics, Economic Analysis and Policy, Resources Policy, Energy Research and Social Science.


Visit Melanie Houllier's LinkedIn profile

Visiting Faculty


Our Visiting Faculty comprise exceptional Professors and Scholars who contribute to our thought leadership agenda and actively participate in high-profile institutional activities.

Many of our community of Visiting Professors and Scholars hold research roles at top institutions within the City of London. With this knowledge, they further enhance the resources we bring to our students.

Dr Melanie Houllier

Dr Mel Houllier

Visiting Scholar

Melanie is a Model Risk Professional at Barclays. She obtained her PhD in Applied Econometrics from Cass Business School, City, University of London and has taught graduate courses at ESCP. She has a keen interest in Risk Model Governance and Financial Stability.

Expertise
Financial Market Infrastructures, Model Risk Management, Model Risk Governance, CCPs, Energy Economics, Energy Policy.

Experience 
Barclays Bank plc, Quantitative Modeller Wholesale Credit Risk, Assistant Vice President: 2018 – present.
Citi, Model Risk Management IA, Assistant Vice President: 2015 – 2017.
Bank of England, Financial Market Infrastructures, Risk and Research Specialist: 2014 – 2015.

Education
PhD, Applied Econometrics, Cass Business School, City, University of London: 2011 – 2014.
MRes, Cass Business School, City, University of London: 2010 – 2011.
MSc, Industrial Engineering, Technical University Aachen Germany: 2004 – 2010.

Professional Qualifications
Chartered Internal Auditor.

Languages 
English (fluent), German (fluent), French (basic).

  • Publications 
    I want security: stylized facts about central counterparty collateral and its systemic context, Journal of Financial Market Infrastructures, 2018.
  • Initial margin model sensitivity analysis and volatility estimation, Journal of Financial Market Infrastructures, 2017.
  • Reassessing the integration of European electricity markets: a fractional cointegration analysis, Energy Economics, 2016.
  • Time-varying convergence in European electricity spot markets and their association with carbon and fuel prices, Energy Policy, 2016.
  • Germany’s nuclear power plant closures and the integration of electricity markets in Europe, Energy Policy, 2015.
Refereeing 
Journal of Energy Policy.

Awards
European Energy Exchange, Best PhD thesis: 2014. 

External recognition 
Journal of Renewable and Sustainable Energy, Energy Policy, Applied Energy, Journal of Regulatory Economics, Economic Analysis and Policy, Resources Policy, Energy Research and Social Science.


Visit Melanie Houllier's LinkedIn profile