Expert Details

Expert in Financial Services Technology and Quantitative Development

Expert ID: 728505 United Kingdom

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Expert has spent over a decade modeling fixed income securities ranging from vanilla swaps and forward rate agreements through to CDOs, CLOs, ABS and other structured finance products. His skills extend from using sophisticated mathematical techniques for modeling through the programming of algorithms and complete system implementation. He has helped establish business through the creation of value in structuring teams and also from the ground up (having been a founder member of a derivatives product company as well as a director of a software house).

A UK institution required support in a front-office team to provide end-of-month valuations on a host of complex structured credit products. As a large institution it had valuation tools and systems providing market and static data; however, for some complex credit products, the connection between the two needed enhancing to ensure data integrity and an appropriate level of automation.
Expert provided support by working closely with the necessary front office, IT and finance teams to ensure that their products would deliver the correct data and valuations given the underlying credit products. The tactical nature of the required solution resulted in the production of an Excel/VBA based tool to provide data download, reconciliation, and upload and significantly improved the efficiency of the trade marking process.
The role drew on knowledge of the nature of the products, the quantitative techniques used in modelling credit products and programming skills to facilitate a pragmatic solution.A clearing house was establishing a fixed income quantitative analytics team and, at the same time, looking to enhance the programming environment for the quants so tool and product development could happen in a more streamlined manner.
Expert provided support through discussion with the clearing house management of approaches to quant team development in investment banks and also through discussion with the quants of the tools and techniques of their trade.
Nearly two years later the clearing house approached Expert to provide detail on the operational and valuation aspects associated with credit default swaps.
In both cases the role drew on extensive knowledge of quantitative techniques, programming languages (C/C++/VBA) and experience of managing small teams of highly skilled professionals.

Education

Year Degree Subject Institution
Year: 1999 Degree: D.Phil. Subject: Mathematics Institution: University of Oxford
Year: 1991 Degree: B.Sc. Subject: Mathematics Institution: University of Cardiff

Work History

Years Employer Title Department Responsibilities
Years: 2006 to Present Employer: Undisclosed Title: Director Department: Responsibilities: The company is the vehicle that Expert uses to deliver consultancy to companies.
Years: 2007 to Present Employer: Undisclosed Title: Director Department: Responsibilities: Decision Support Tools is a small but growing software company specialising in tools for the physical asset management industry. Expert is the Technical Director, providing direction on software and algorithm development as well as ensuring software production is smooth.
Years: 2007 to 2007 Employer: Channel Capital Advisors, LLP Title: Partner Department: Responsibilities:
Years: 2002 to 2005 Employer: Rabobank Title: Head of Credit Derivatives, Financial Engineering Department: Responsibilities:
Years: 2000 to 2002 Employer: UBS Title: Quantitative Developer Department: Responsibilities:
Years: 1998 to 2000 Employer: Lombard Risk Systems Title: Product Manager Department: Responsibilities:
Years: 1992 to 1994 Employer: Maritime Dynamics, Inc. Title: Teaching Company Associate Department: Responsibilities:

Fields of Expertise

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