Michael Giles

Michael Bryce Giles (born 27 December 1959) is a British mathematician and computer scientist. He is a professor of Numerical Analysis at the Mathematical Institute, University of Oxford and a Fellow of Balliol College, Oxford. He is best known for developing Multilevel Monte Carlo methods.

Education Giles studied mathematics as an undergraduate at the University of Cambridge, graduating in 1981 as senior wrangler. He then moved to MIT as a Kennedy Scholar, where he received his PhD in aeronautics in 1985.

Career and research After obtaining his PhD, Giles became a professor in MIT's Department of Aeronautics and Astronautics. In 1992, he joined the University of Oxford's Department of Computer Science, before moving to the Mathematical Institute in 2008.

Giles was elected a Fellow of the Royal Society in 2025.