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 meisben@hotmail.com.