spc-site/data/magprog/content/mentors/Grinis.md

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2022-04-23 10:48:53 +03:00
---
content_type: magprog_mentor
2022-04-30 10:32:00 +03:00
name: Roland Grinis
2022-04-23 10:48:53 +03:00
id: Grinis
2022-05-26 11:55:50 +03:00
image: images/mentors/Grinis.jpg
2022-04-23 10:48:53 +03:00
language: ru
---
#### Организация
MIPT.
#### Биография
I studied Maths at Oxford, Cambridge and Imperial. Before joining MIPT, I worked in the financial industry as a quantitative developer building models for interest rates exotic derivatives and optimization algorithms for initial margins.
#### Направление исследований
My research interests lie in Mathematical & Computational Physics, Monte-Carlo Methods and Non-linear Programming.