Dr. Iain Dunning

AI, finance, transit, cities, history • NYC • iaindunning 📧 gmail

Iain Dunning

Recent History

Hudson River Trading
Head of AI • August 2018 – Present • NYC

I run HRT's AI team. We build some of the most advanced models of financial markets in the world, using state-of-art techniques combined with massive compute and data. These models are integral to HRT's trading strategies.

New York Transit Museum
Chairman of Board • May 2025 – Present • NYC

Founded in 1976, the New York Transit Museum is dedicated to preserving and sharing the stories of mass transportation. I serve as the chairman of the 501c3 not-for-profit organization that supports the museum.

Google DeepMind
Senior Research Engineer • July 2016 – July 2018 • London

Applying AI (reinforcement learning) to complex multiagent environments. Trained AI to play capture-the-flag with human-level performance (published in Science). [Arxiv, Youtube]

Massachusetts Institute of Technology
PhD Operations Research, Teaching Assistant • 2011–2016 • Cambridge, MA

At the Operations Research Center, supervised by Prof. Dimitris Bertsimas. Thesis: "Advances in robust and adaptive optimization: algorithms, software, and insights". Co-created award-winning JuMP optimization package. Co-created EdX class The Analytics Edge, taught MBA residential versions of the class at MIT Sloan School of Management.

Google
Intern • Summer 2013

Designed algorithms to improve search crawler prioritization, analyzed impacts on web-scale datasets with MapReduce/Flume.

University of Auckland
B.E.(Hons) Engineering Science • 2007–2010

Select Research

See Google Scholar for full list.
* indicates "first" author when alphabetical ordering used

Human-level performance in 3D multiplayer games with population-based reinforcement learning M. Jaderberg*, W. Czarnecki*, I. Dunning*, ..., T. Graepel.
Science, 2019. [Science] [arXiv] [video] [DeepMind blog]
CTF Research
What Works Best When? A Systematic Evaluation of Heuristics for Max-Cut and QUBO I. Dunning, S. Gupta, J. Silberholz.
INFORMS Journal on Computing, 2018. [PDF]
QUBO Research
JuMP: A modeling language for mathematical optimization I. Dunning, J. Huchette, M. Lubin.
SIAM Review, 2017. [arXiv] [JuMP package]
JuMP Research
Multistage robust mixed-integer optimization with adaptive partitions D. Bertsimas, I. Dunning*.
Operations Research, 2016. [Optimization Online]
Optimization Research
Reformulation versus cutting-planes for robust optimization D. Bertsimas, I. Dunning*, M. Lubin*.
Computational Management Science, 2016. [Optimization Online]
Robust Optimization Research
Computing in operations research using Julia M. Lubin, I. Dunning.
INFORMS Journal on Computing, 2015. [arXiv]
Julia Research