Justin is an Associate Professor of Mathematics at the University of Oxford and Director of the Oxford Masters program in Mathematical & Computational Finance. Justin's research lies at the intersection of applied mathematics, machine learning, and high-performance computing and is focused on theory and applications of Deep Learning. Justin develops deep learning models for large financial datasets such as: high-frequency data from limit order books, loans, and options. He is also developing deep learning methods for constructing partial differential equation models from data. Justin received his PhD from Stanford University and holds a Bachelors degree from Princeton University. He was a Chapman Fellow at the Department of Mathematics at Imperial College. He was awarded the 2014 SIAM Financial Mathematics and Engineering Conference Paper Prize.