Johannes Wiesel receives SIAM prize - and permanent position at MATH
We are excited to announce that Johannes Wiesel has accepted a permanent Associate Professorship in Mathematical Finance at the University of Copenhagen’s Department of Mathematical Sciences.
Johannes is widely recognised for his groundbreaking research at the forefront of optimal transport with applications in mathematical finance. Particularly, his work on the martingale optimal transport problem has important implications for robust pricing, risk analysis, and derivative valuation.
In addition to his appointment, Johannes was recently awarded the “2025 SIAM Activity Group on Financial Mathematics and Engineering Early Career Prize” in recognition of “fundamental results on the martingale optimal transport problem and its applications to mathematical finance.”
This prestigious award, presented at the July 2025 SIAM Conference on Financial Mathematics and Engineering, honours an outstanding early-career researcher for significant contributions over the past three years. Read more here: https://www.siam.org/publications/siam-news/articles/september-2025-prize-spotlight
Head of Department Mogens Steffensen says, “We are excited to officially welcome Johannes to a permanent position. His pioneering work in optimal transport applied to finance - and his SIAM Early Career Prize - brings both distinction and energy to our department. His research strengths and dedication to teaching will undoubtedly enhance our influence”.