Biography
Dr Aitor Muguruza is a published academic and expert in quantitative research, ML, AI, simulation and finance. Aitor’s journey in finance began as an undergraduate exchange student studying maths at the University of Texas, where he became fascinated by the bridge between stochastic calculus and finance. Since then he has earned his MSc in Mathematical Finance and Financial Computing, and PHD in mathematics, Imperial College London. Risk Magazine awarded Aitor the 2020 rising star award in quantitative finance for his seminal paper, “Deep Learning Volatility” SSRN:3322085. Remarkably, this work shows how to bypass the black-box paradigm when applying deep learning methods to calibrate financial models. At Kaiju, Aitor makes sure that the quantitative models continuously remain state-of-the-art. He is a firm believer in the value of using AI and Machine Learning to improve our decision-making process.