Expert in Financial Services Technology and Quantitative Development
Expert ID: 728505 United Kingdom
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.
|Year: 1999||Degree: D.Phil.||Subject: Mathematics||Institution: University of Oxford|
|Year: 1991||Degree: B.Sc.||Subject: Mathematics||Institution: University of Cardiff|
|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:|