Personal Information
Entreprise/Lieu de travail
London, United Kingdom United Kingdom
Profession
Managing Director at Nomura International
Secteur d’activité
Finance / Banking / Insurance
À propos
Background:
Over 19 years of broad experience in Fixed Income in buy-side and sell-side firms. Broad product experience combined with deep quantitative skills. Expertise in Quant Research, Derivatives & RV Trading; Macro & Rates Strategy. Track record in innovative and successful trade ideas. Vast experience in client presentations, road shows and conferences. PhD and former professor of Applied Math.
Specialties:
Derivatives, Rates, Futures, Sovereign Credit, Agencies, MBS/ABS, Credit and EM. Stats & Econometrics for Algorithmic Trading Strategies, Index construction and Asset Management, Portfolio Optimization, Structuring, Risk and Performance Analysis, and Sovereign restructuring.
- Présentations
- Documents
- Infographies
Op Risk High Frequency Trading June 14 Final
testytre
•
il y a 11 ans
Data Science Meetup: DGLARS and Homotopy LASSO for Regression Models
Colleen Farrelly
•
il y a 6 ans
Morse-Smale Regression
Colleen Farrelly
•
il y a 6 ans
Functional Programming Patterns (BuildStuff '14)
Scott Wlaschin
•
il y a 9 ans
Elements of functional programming
Sajjad Ali Pulikkanat
•
il y a 8 ans
Platform as reflection of values: Joyent, node.js, and beyond
bcantrill
•
il y a 6 ans
Tutorial: Context In Recommender Systems
YONG ZHENG
•
il y a 8 ans
Comprehension question types
genytuition
•
il y a 11 ans
Reading the Lindley-Smith 1973 paper on linear Bayes estimators
Christian Robert
•
il y a 11 ans
JupyterHub + kubernetes
Carol Willing
•
il y a 6 ans
Jupyter and Music
Carol Willing
•
il y a 6 ans
JupyterHub tutorial at JupyterCon
Carol Willing
•
il y a 6 ans
Data Science Without Borders (JupyterCon 2017)
Wes McKinney
•
il y a 6 ans
Crossing the Chasm - What's New, What's Not
Geoffrey Moore
•
il y a 10 ans
Zone to Win: Organizing to Compete in the Age of Disruption
Geoffrey Moore
•
il y a 8 ans
KVA, Mind Your P's and Q's!
Shashi Jain
•
il y a 7 ans
Introduction to advanced python
Charles-Axel Dein
•
il y a 7 ans
Sparkling pandas Letting Pandas Roam - PyData Seattle 2015
Holden Karau
•
il y a 8 ans
Sparking pandas: an experiment
Francesco Bruni
•
il y a 7 ans