Principal Engineer and Numerical Libraries Architect, Intel Corporation
Dr. Stephen Weston is a Principal Engineer and Numerical Libraries Architect at Intel Corporation, where he focuses on designing, developing and delivering libraries of hardware-accelerated mathematical functions across multiple computational domains, with an increasing focus on artificial intelligence in general and machine learning in particular.
A former front-office quant and market risk specialist, Dr. Weston has also held positions as risk manager, fin-tech specialist and has represented several investment banks on industry-level committees on regulatory and market risk. In addition to heading the credit derivatives modelling group at JP Morgan during the credit crisis, he has also held positions in trading risk management at Deutsche Bank and in fin-tech at other investment banks.
Dr. Weston holds a PhD in mathematical finance from Cass Business School, as well as a BA and MA in mathematical economics. Dr. Weston is also a visiting professor in the department of computing at Imperial College, where he focuses on applications of control theory and entropy to problems in finance.