--- content_type: magprog_mentor name: Roland Grinis id: Grinis photo: images/mentors/Grinis.jpg 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.