An Introduction To Python For Quantitative Finance: From Scratch To Productivity

Dr Antoine Jacquieris Professor of Mathematics at Imperial College London and a scientific consultant for several Financial and Tech companies. His research lies in Stochastic Analysis and Quantum Computing, with a particular focus on financial applications including volatility modelling, pricing and calibration.

Dr Ewan Mackieis a Quantitative Researcher at a tier one investment bank specializing in statistical modelling and machine learning. Ewan has over a decade of experience designing and building tooling and analytics in python. Ewan graduated from King’s College London and Imperial College London, UK. and completed postdoctoral research at Instituto de Matemática Pura e Aplicada (IMPA) in Rio de Janeiro, Brazil.

Dr Aitor Muguruzais Chief Artificial Intelligence Officer at Kaiju Capital Management, Spain. 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. He pursued an MSc in Mathematical Finance at Imperial College London for which he was awarded the Natixis Foundation for Quantitative Research 2017 prize for best Master’s thesis (across EU and UK). Aitor has since been an active member of the research community publishing several peer-reviewed papers. He went on to earn a PhD in mathematics from Imperial College London, and his research areas include stochastic volatility modelling, machine learning, and AI in finance. He is an expert in Monte Carlo simulation methods and is skilled in C#, C++, and Python. Before joining Kaiju, Aitor served as a Quantitative Research Analyst at Natixis, where he worked in the equities division.