Trader

• Mar 2023 - Present

Quantitative Analyst

• Jan 2022 - Mar 2023

Using ORTEX's datasets to build equities trading signals and strategies. This is achieved using machine learning in Python. Using ORTEX's datasets to build equities trading signals and strategies. This is achieved using machine learning in Python.

Co-Founder, Portfolio Manager

• Nov 2018 - Jan 2022

Two Point Point Capital is a business I co-founded. The focus of the business is the systematic trading of commodity futures. My role was to research, implement and ultimately trade the strategies. I was also responsible for all of the firm’s proprietary technology, such as our optimisers, sensitivity calculators, PnL attribution, backtesting framework, data-science toolkit and risk management software. The vast majority of the implementation was done in .NET (F#). Two Point Point Capital is a business I co-founded. The focus of the business is the systematic trading of commodity futures. My role was to research, implement and ultimately trade the strategies. I was also responsible for all of the firm’s proprietary technology, such as our optimisers, sensitivity calculators, PnL attribution, backtesting framework, data-science toolkit and risk management software. The vast majority of the implementation was done in .NET (F#).

Quant Trader

• Dec 2017 - Oct 2018

I used machine learning techniques to identify profitable trading opportunities and then action those trades in the market. I developed mathematical models predicting market movements and then used large sets of market data to calibrate those models. This was achieved using .NET (F#), SQL, VBA and Python. I used machine learning techniques to identify profitable trading opportunities and then action those trades in the market. I developed mathematical models predicting market movements and then used large sets of market data to calibrate those models. This was achieved using .NET (F#), SQL, VBA and Python.

Trader

• Apr 2015 - Dec 2017

I worked in the Traded Assets Disposal team, part of Barclays Non-Core. My role was to structure and execute derivatives transactions in order to reduce the risk weighted asset (RWA) consumption of Barclays Non-Core. Primarily this is achieved by the restructuring or novating interest rate swaps, however I also worked on exotic rates and FX trades. I worked in the Traded Assets Disposal team, part of Barclays Non-Core. My role was to structure and execute derivatives transactions in order to reduce the risk weighted asset (RWA) consumption of Barclays Non-Core. Primarily this is achieved by the restructuring or novating interest rate swaps, however I also worked on exotic rates and FX trades.

Quantitative Analyst - Pricing Model Validation

• Oct 2013 - Apr 2015

Credit Suisse has a large population of derivative trades which require mathematical models toaccurately price and risk. My role within the team was to analyse the the models being used and verify their accuracy. Part of the role also involved developing alternative models, this was achieved through a combination of C++, .NET (F#) and VBA.

Quantitative Analyst - Risk Methodology

• Jun 2011 - Oct 2013

In this role I was responsible for designing new risk calculations and signing off programmatic changes that were made to the bank’s risk engine, this required me to have a working understanding of all the major market risks faced by CS. I also led a small team that was tasked with validating the risk engine via replication. This was delivered using a combination of .NET (F#) and Excel.

Finance Graduate Programme - Product Control

• Sep 2007 - Jun 2011

I began my career at Barclays Capital. As part of the graduate programme I rotated between a number of teams which allowed me to get a broad view of the investment bank. This included working with Equity, Fixed-Income and Commodity exotics. I began my career at Barclays Capital. As part of the graduate programme I rotated between a number of teams which allowed me to get a broad view of the investment bank. This included working with Equity, Fixed-Income and Commodity exotics.