A B M Shahadat Hossain is now working as a faculty member at Department of Applied Mathematics, University of Dhaka, Dhaka, Bangladesh. Currently, he is teaching three important courses, namely, Introduction to Financial Mathematics, Stochastic Calculus in Undergraduate level and Stochastic Modeling in Finance in Graduate level. He introduced these courses first time at Dhaka University in 2014. He is also the founding Director of CMDA (Center for Mathematics Development Alternative), Dhaka, Bangladesh.
During 1995-2001, he completed his B.Sc. in Mathematics and MSc in Pure Mathematics from University of Dhaka, Bangladesh. He then received an MSc in Mathematical Finance from Manchester Business School, The University of Manchester in 2008 and the title of his MSc thesis was “Black-Scholes Model with Past Dependant Returns”. Then he successfully completed his PhD in ‘Probability and Statistics’ from The University of Manchester in 2013. The title of his PhD thesis was “Complete Bayesian Analysis of Some Mixture Time Series Models”. In his PhD thesis, he introduced some new models such as mixture of Student-t ARMA components and mixture of Student-t ARMA-GARCH components with complete Bayesian treatments and implemented the proposed methods in R and gave examples with real and simulated data. During the period of his academic career, he received prestigious fellowships and grants such as the Commonwealth Scholarship and the Overseas Research Scholarship (ORS).
He started his career as a full-time Junior Lecturer in the School of Communication at Independent University, Bangladesh (IUB) from August 2001 to April 2003. His responsibilities were to take some courses of Mathematics, conducting tests, quizzes, student advising and grading assignments of courses. Then he was actively involved in teaching undergraduate students as a Lecturer from April 2003 to February 2007 and as an Assistant Professor from February 2007 to March 2018 at the University of Dhaka, Bangladesh. Here he gained extensive teaching experience in Mathematics and other relevant modules such as Calculus, Linear Algebra, Differential Equations, Mathematical Analysis, and Numerical Analysis.
In the period of Jan 2008 – June 2010, He worked as a Maths Teacher, (Part time, pay as you go), ICUT (Institute of Independent Colleges & University Teachers) (British Educational Consultants), UK. Par- ticularly, he designed and taught a 3(three)-days long Practical Statistics Course for NHS people from January 21 – 23, 2010 successfully.
During Jan 2012 – Apr 2012, He worked as a part-time faculty, School of Computing, Mathematics and Digital Technology, Manchester Metropolitan University, Manchester, United kingdom. He taught foundation level Mathematics and Statistics within the Academic Skills for Higher Education (ASHE) of class 1 and class 2 and marked the statistical analysis part of fifty eight reports submitted by the students as the assessment for the term.
During Oct 2008 – Oct 2012, He worked as a Teaching Assistant at the School of Mathematics, University of Manchester, UK and got vast experiences of demonstrating several maths modules in the undergraduate levels such as Stochastic Calculus, Stochastic Modelling, Actuarial Mathematics, Time Series Analysis and so on .
He worked as a Research Fellow during the period from May 01, 2001 to May 31, 2001 under the National Science & Technology (NST) Fellowship program of the Ministry of Science & Technology, Bangladesh. His research interests are in the areas of Financial Mathematics, Financial Econometrics, and Bayesian Statistics with emphasis on mathematical modeling and performance analysis. He has written several articles being published in academic journals.