Paul McCloud

Head of Global Fixed Income Quantitative Research’ at Nomura

Dr Paul McCloud began his career in finance in 2000 and has been Head of the Fixed Income Quant team at Nomura since 2017. Career highlights include the development of the CMS triangle arbitrage trade in 2010, helping to build the XVA business at Nomura, and establishing the rates etrading quant team. Prior to working in finance, Paul researched quantum gravity at Kings College London, and in 2015 he returned to academia in the Mathematical Finance group at UCL, with research interests in applying quantum methods to derivative pricing.