I am currently working as a Quantitative Strategist at BNP Paribas CIB.

I completed my PhD under the Computational Statistics and Data Science CDT in the Institute for Statistical Science, University of Bristol. My research proposed novel methods for statistical inference in latent variable models. My research was supervised by Dr Mathieu Gerber and Professor Anthony Lee. My work deepened my interest in statistical learning theory and machine learning, areas that continue to inform my professional endeavors.

My key research interests include:

  • Computational statistics,

  • Kernel methods,

  • Bayesian inference.

Prior to my PhD I completed an integrated master’s degree in Mathematics with Statistics at the University of Bristol. My master’s thesis was on outlier detection in time-varying networks.

You can contact me at hi@jakespiteri.co.uk.

Teaching

I was a Graduate Teacher for Financial Mathematics, Financial Risk Management, Probability & Statistics, and Bayesian Modelling in the School of Mathematics. I was also a Teaching Assistant on the Statistical Computing and Empirical Methods unit offered by the School of Engineering for the MSc in Data Science.