From First Principles

Mathematics Without Hand Waving


Your author is a quantitative analyst who works in the financial services industry primarily building models with a focus on pricing and risk management.

He lives and works in Sydney, Australia and has worked for the Commonwealth Bank of Australia, National Australia Bank (NAB), ANZ and Westpac in a variety of quantitative roles. A graduate from the University of Newcastle with a Bachelor of Science and a Bachelor of Mathematics with Honours. Also holds a Masters degree from the University of Technology Sydney (UTS) in Quantitative Finance and a Diploma of Finance. Holding certificates in SAS and Oracle database programming, and is currently undertaking a Ph.D. in Quantitative Finance whilst working full-time.

Research includes:

  • Applications of Quantum Computing to Quantitative Finance (main research topic)
  • The Risk in Portfolios of Credit Derivatives (Ph.D. topic),
  • Fractal Manifolds & non-differentiable geometry,
  • Object-oriented programming in C++, C# and Python.

Mathematical interests include:

  • Differential Geometry and General Relativity,
  • The Mathematics of Financial Markets (particularly xVA, FRTB and the LIBOR Transition),
  • Quantum Mechanics (particularly the operator theory),
  • Credit Derivatives Modelling,
  • Counterparty Credit Risk,
  • Monte Carlo Methods.

Programming interests include:

  • C++
  • C#
  • Visual Basic and VBA
  • Python
    • Qiskit Aqua
    • Ocean
  • SAS
  • Matlab
  • R

This blog is currently hosting

  • articles on my mathematical research
  • expository articles (especially of things that took me a while to figure out)
  • various other topics

The author also has a keen passion for

  • Meteorology and Storm Chasing/Photography,
  • Collecting and Painting Miniature Dwarfs,
  • Football, Squash, Rock Climbing, Ten Pin Bowling, Golf
  • Motorsports (watching and racing my car: supercharged BMW E46 M3)
    • Formula One
  • Chess
  • Piano (Classical, mostly Beethoven. Some rock’n’roll)

To contact the author please email at

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