Mike Giles is Professor of Scientific Computing at the Mathematical Institute where he is a member of the Mathematical and Computational Finance Group. He read mathematics at Cambridge before completing a PhD in Aeronautical Engineering at the Massachusetts Institute of Technology (MIT). He was an Associate Professor at MIT before moving to Oxford in 1992 to join the Department of Computer Science.
After working closely with Rolls-Royce for many years developing computational fluid dynamics techniques, he moved into the development of Monte Carlo and finite difference methods in computational finance, which led to his transfer to the Mathematical Institute in 2008.
In 2007 he was named ‘Quant of the Year' by Risk magazine, together with Paul Glasserman of Columbia Business School, for their joint work on the use of adjoints for the efficient calculation of Monte Carlo sensitivities.