Search
Close this search box.
Search
Close this search box.

Ai & Quant Conference 2022 Hosted By MIT Sloan Quantitative Finance Club : Dr. Arun Verma Senior Quantitative Researcher & Head of Quant Solutions Team Bloomberg L.P.

Dr. Arun Verma Senior Quantitative Researcher & Head of Quant Solutions Team Bloomberg L.P.

Arun heads the Bloomberg Quantitative Research Solutions Team. Arun’s work initially focused on Stochastic Volatility Models for Derivatives & Exotics pricing/hedging and more generally around asset pricing using traditional quantitative finance methods.

More recently, he has enjoyed working at the intersection of diverse areas such as data science, innovative quantitative finance models and using AI/Machine Learning methods to help reveal embedded signals in traditional & alternative data such as Company Financials, ESG, News/Social, Supply Chain, Geolocational & Extreme Weather and their potential impact on capital markets. Most recently in an attempt to complete a full circle, he has been exploring use of ML methods in asset pricing , e.g. Derivatives pricing and illiquid instrument pricing. Prior to joining Bloomberg, he earned his Ph.D from Cornell University in the areas of computer science and applied mathematics and a B. Tech in Computer Science from IIT Delhi, India. Arun is also an editorial board member of The Journal of Financial Data Science.

Ai & Quant Conference 2022 Hosted By MIT Sloan Quantitative Finance Club