Dr. Arun Verma joined the Bloomberg Quantitative Research group in 2003. Prior to that, he earned his Ph.D from Cornell University in the areas of computer science and applied mathematics. At Bloomberg, Arun's work initially focused on Stochastic Volatility Models for pricing & hedging Derivatives & Exotic financial Instruments. More recently, he has enjoyed working at the intersection of diverse areas such as data science, cross-asset quantitative finance models and machine learning & AI methods to help reveal embedded signals in traditional & alternative data.