Julius Bonart (website here) is currently a lecturer in Financial Computing at UCL.
He was the first recipient of the CFM-Imperial Postdoctoral Fellowship in Quantitative Finance, awarded in 2014. In 2013-2014 Julius Bonart was a Postdoc research fellow at Capital Fund Management, Paris. Julius Bonart is an external member of the CFM-Imperial Institute of Quantitative Finance.
Julius' research interests include statistical order book models and optimal execution strategies, macro-economic mechanisms leading to economic crises and risk propagation through financial networks.
Julius Bonart holds a doctorate degree from the University Pierre-et-Marie Curie (Paris VI) in Statistical Physics, a Master degree from Ecole Normale Superieure (Paris) in Theoretical Physics and a BSc degree in Physics from the Johannes Gutenberg-Universität Mainz, Germany.
Donier J, Bonart J, 2014, A Million Metaorder Analysis of Market Impact on the Bitcoin, Http://ssrn.com/abstract=2536001
et al., 2014, A fully consistent, minimal model for non-linear market impact, Http://ssrn.com/abstract=2531917
et al., 2014, Instabilities in large economies: aggregate volatility without idiosyncratic shocks, Journal of Statistical Mechanics: Theory and Experiment, Vol:2014, Pages:P10040-P10040