Mahmoud Mahfouz
J.P. Morgan AI Research & Imperial College London
I am an AI Research Lead (Vice President) at J.P. Morgan AI Research, an academic research lab led by Prof. Manuela Veloso. I am also a part-time Ph.D. student at Imperial College London supervised by Prof. Danilo Mandic and Prof. Anthony G. Constantinides.
I am interested in solving sequential decision making problems in large multi-agent systems through various techniques including reinforcement learning and imitation learning utilising agent-based models and LLM-based foundation models. I primarily focus on algorithmic trading problems in limit order book markets covering classical quantitative finance problems such as asset allocation and optimal trade execution.
Before joining J.P. Morgan, I interned at Goldman Sachs as a software engineer. My most interesting experience was working in the same summer at CCFE (Culham Centre for Fusion Energy) on the robotics used in the world’s largest experimental nuclear fusion reactor, the Joint European Torus. At J.P. Morgan, I started my career as a front-office software engineer supporting the interest rate swaps and options trading and sales desks. I then transitioned into the data science space and worked on a number of projects for anomaly detection in financial data, natural language processing of financial contracts and machine learning for anti-money laundering detection.
I obtained my undergraduate MEng degree in Mechatronic Engineering (Robotics) from the University of Manchester in 2014. During my studies, I built small and large robotic systems for industrial (electronics assembly) and research (landmine detection) purposes. My final year group project focused on (1) building a testbed for emulating landmine detection sweeping and (2) investigating the integration of various sensory data for speeding up the landmine detection algorithms developed by the group. The project was sponsored by Find A Better Way, a charity founded by Sir Bobby Charlton. During my studies, I obtained a number of scholarships including a scholarship from BP for my Masters study. I graduated in the top three of the class.