Hans Buehler

Dr. Hans Buehler is a leading quantitative finance executive and researcher known for pioneering work in machine-learning-based derivatives hedging. He led the Equity Derivatives Quant Research at Deutsche Bank before joining J.P. Morgan in 2008, where he became Global Head of Equities Quantitative Research and later co-lead the global cross-markets Analytics, Automation & Optimization “AI” effort. At JP Morgan, he spearheaded the “deep hedging” framework, applying neural networks to trading and risk management—work that earned him Risk.net’s 2022 Quant of the Year award. In 2022 Hans joined XTX Markets as Deputy CEO and later Co-CEO. He has served as a visiting professor at TU Munich. Hans left XTX June 2026 and is now a visiting professor at the Mathematical Institute of the University of Oxford. Hans holds a PhD in Financial Mathematics from TU Berlin.