Trino-Manuel Ñíguez Grau is a Beatriz Galindo Senior Distinguished Researcher in the Department of Economics and Economic History at the University of Salamanca and Reader in Economics at Westminster Business School (University of Westminster, London), where he has been based since 2005. He holds a PhD in Economics from the University of Alicante, awarded with the highest distinction (Sobresaliente Cum Laude), and is a Senior Fellow of the Higher Education Academy.

He began his teaching career at the University of Alicante, where he taught Econometrics, Financial Time Series Analysis and Microeconomics between 1999 and 2003. His subsequent career has developed within the British university system over more than two decades: he taught Econometrics and Statistics at the London School of Economics and Political Science, where he was also a Visiting Research Scholar, and International Economics, Econometrics and Microeconomics at New York University London.

His research is in financial econometrics, with particular emphasis on the modelling and forecasting of tail risk: Value-at-Risk, Expected Shortfall, CAViaR and GARCH-family models, flexible distributions and semi-nonparametric approximations, quantile methods, and portfolio evaluation and allocation. His work has appeared in journals including the Journal of Banking and Finance, the International Journal of Forecasting, the Journal of Financial Econometrics, the Oxford Bulletin of Economics and Statistics and Quantitative Finance.

He has taken part in research projects funded by the Spanish Ministry of Science and Innovation, the Bank of Spain — where he was a Research Fellow — and the Regional Government of Valencia. He has supervised doctoral theses at the University of Westminster, where he directed the PhD Programme, and presents his work regularly at the CFE conferences, the SNDE symposia and the International Symposium on Forecasting.