Trino-Manuel Ñíguez Grau is a Beatriz Galindo Senior Distinguished Researcher in the Department of Economics and Economic History at the University of Salamanca. He is also Reader in Financial Econometrics at Westminster Business School (University of Westminster), where he has been based since 2003, and has taught International Economics at New York University London. He has over twenty years of academic experience in the British university system, with earlier positions in Spain and at US institutions.

His main research line is financial econometrics applied to the measurement and forecasting of tail risk: Value-at-Risk, Expected Shortfall, CAViaR and GARCH-family models, semiparametric approximations and flexible distributions, quantile regression, and portfolio evaluation and allocation. He has been part of research projects funded by the Spanish Ministry of Science and Innovation, the Bank of Spain and the Regional Government of Valencia, including project PID2021-124860NB-I00 on quantitative methods in econometrics and financial intermediation.