People Details
Research interests: Probability and stochastic analysis
Greig completed his bachelor’s in Mathematics and Physics at the University of Edinburgh. During his undergraduate studies he became increasingly interested in financial mathematics and developed this interested by undertaking a master’s in Financial Modelling and Optimization. For his master's dissertation Greig worked at the Royal Bank of Scotland and was tasked with modelling fraud, he found this extremely interesting and enjoyed applying the mathematics he was taught in his master’s. Greig is primarily interested in statistics, probability and stochastic analysis with application to finance. He also worked as an intern in the research team for Moody's Analytics from June to September 2016, while there he developed his knowledge of finance from an industry perspective as well as gaining a deeper understanding of the current challenges facing the finance sector. Outside of mathematics Greig is interested in a wide range of sports and enjoys playing squash and pool