Your author is a quantitative analyst who works in the financial services industry primarily building models with a focus on big data analytics, risk management and pricing.
He lives and works in Sydney, Australia and has worked for the Commonwealth Bank of Australia, the National Bank of Australia 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 a post-graduate student at the University of Technology Sydney with a Masters degree 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.
- Fractal Manifolds (main research topic) – or non-differentiable geometry,
- Quantum Operator Theory,
- The Risk in Portfolios of Credit Derivatives (Ph.D. topic),
Mathematical interests include:
- Differential Geometry and General Relativity,
- The Mathematics of Financial Markets,
- Quantum Mechanics (particularly the operator theory),
- Credit Derivatives Modelling,
- Counterparty Credit Risk,
- Monte Carlo Methods.
Programming interests include:
- Visual Basic and VBA
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), in particular Formula One
- Piano (Classical, mostly Beethoven. Some rock’n’roll)
To contact the author please email at firstname.lastname@example.org.