Robert Gingrich is the manager of derivatives and alternatives risk and the quantitative investment solutions (QIS) group at Western Asset Management Company. He is responsible for the risk management of about $20B of unconstrained and derivative-focused portfolios, risk modeling of derivatives in general and exotic derivative modeling for the trade desk. The QIS group is responsible for machine learning and alternative data applications as well as other quantitative initiatives at Western. He has been at Western for 9 years and previously worked at Pimco as a Vice President and Financial Engineer developing models for derivatives and structured products and quantitative strategies. He received his PhD in quantum computation with a CS minor from Caltech in 2001 and worked as a postdoc in quantum computation before switching to finance in 2003. He recently taught a class on machine learning and finance at Caltech.