
Manager at Barclays Capital
London, United Kingdom

Manager at Barclays Capital
London, United Kingdom
Working in the Equity Derivatives team in the Quantitative Analytics Group with responsibility for the provision of pricing and risk analytics for Equity Derivative exotics. Specialising in Monte Carlo pricing of derivatives with multiple underlying assets and the development of accurate, efficient and stable risk metrics.
Cultivating a keen interest in finance I registered for the Chartered Financial Analyst program in 2002 and passed my final CFA exam in 2005, receiving my charter in 2007.
Multi-asset Monte Carlo
Risk analytics
(Public Company; 10,001 or more employees; BARC.L; Investment Banking industry)
April 2005 — Present (4 years 8 months)
Working in the Equity Derivatives team of the Quantitative Analytics group
(Privately Held; 51-200 employees; Computer Software industry)
June 2004 — April 2005 (11 months)
Performance optimisation for Investment Bank clients.
Pricing and risk validation and testing.
Client migration.
(Public Company; 10,001 or more employees; FLEX; Telecommunications industry)
January 2000 — April 2004 (4 years 4 months)
Protocol development. SCTP, ADSL, Ethernet, Sigtran.
Product architecture and design. Team leadership.
Took part in 1st SCTP international interoperability tests in Munich.
Took part in 1st M3UA international interoperability tests in Madrid.
Worked on site with clients and partners in Santa Monica and Brussels.
(Privately Held; 11-50 employees; Computer Hardware industry)
September 1998 — December 1999 (1 year 4 months)
WinNT Device Driver development for PCI data acquisition cards.
BCom , Economics , 2002 — 2008
Economics and Finance. Correspondence.
MSc , Electrical Engineering , 1998 — 1999
Top of class in every course taken
BSc , Electrical Engineering , 1994 — 1997
First Class Honours