varvara_kaplenko/data/magprog/content/mentors/Grinis.md

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