Paul McCloud

Paul is the former Head of Fixed Income Quantitative Research at Nomura, developing mathematical models for derivative pricing and risk management, and delivering innovation in new ideas and technologies to the trading organisation. After retiring from the industry, Paul established McCloud Research as a vehicle to continue his research into the foundations of mathematical finance. He is an industry supervisor in the Mathematical Finance program at UCL, and is on the advisory board for the Mathematical and Computational Finance MSc at Oxford University.