London, England, United Kingdom
Algorithmic market making for fixed income. Quant research and development.
Using nplan's proprietary engine to price risks for the construction industry
Behavioral modelling, asset and liability management as part of Treasury analytics
Lead the technical team that developed Sciemus’s risk assessment tools to measure and predict risks across the insurance portfolio. Used MCMC techniques in a variety of languages to parametrise micro-simulation models of complex assets. Duties included data analysis, knowledge management, and maintaining the technical infrastructure; physical and virtual environments in Windows and GNU/Linux.
Responsible for Development of tools to measure and predict insurance risks related to spacecraft, power utilities, solar farms, wind farms, and cyber insurance Sciemus won "Risk Modeller of the Year" at the Reactions London Market Awards, 2015.
South Africa-at-Large 2011 Reading for a DPhil in Statistics, looking at joint models of longitudinal and time-to-event data, using C++ to develop Markov Chain Monte Carlo algorithms to estimate the parameters in a Bayesian framework.