About

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.