Bio
Experience
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United States
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Investment Management
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200 - 300 Employee
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Head of Research, Meridian Group
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Jul 2011 - Present
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Senior Research Analyst
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Jul 2003 - Feb 2012
My role involves using advanced mathematics and statistics to analyse large data sets in order to find reliable predictors for the short-, medium- and long-term movements in many different financial instruments (equities, futures, derivatives, currencies, rates, etc.)Having discovered a trading signal, I then design and implement a computer system to execute the required trades taking into account risk, transaction costs and various external trading restrictions. These trades can either be executed computer-to-computer or by presenting the desired trade to a person.Once the system is operational, I design tools to monitor its performance and to provide early warnings if things seem to be deviating from expectations.I also read various publications and papers in order to keep current with mathematical, statistical and computational techniques that may be useful as well as looking for potential new trading ideas.
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Director's Summer Program
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1998 - 1998
Chosen for the Director's Summer Program due to performance at GCHQ the previous year.
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Summer Program
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1997 - 1997
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Education
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2000 - 2003University of California, Berkeley
Ph.D., Mathematics -
1994 - 2000University of Cambridge
BA, MA, Mathematics -
1986 - 1994Kings College School, Wimbledon
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