Deep hedging pioneer Hans Buehler quits JP Morgan
Former global head of equities analytics will be joining XTX Markets
Hans Buehler, JP Morgan’s head of equities analytics, automation and optimisation, has left the bank.
He joins XTX Markets as deputy CEO – his new role will commence in July 2022.
Buehler, winner of Risk.net’s 2022 quant of the year award, is known for his work on applying machine learning to derivatives trading. Over the past decade, his research has led JP Morgan to develop a technique called “deep hedging”, where an algorithm learns how to price and hedge instruments based on a combination
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