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.
- 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:
- Visual Basic and VBA
- Qiskit Aqua
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
- Piano (Classical, mostly Beethoven. Some rock’n’roll)
To contact the author please email at firstname.lastname@example.org.