Investment Director - Quantitative Solutions

• Apr 2015 - Present

Freelance Research Analyst

• Feb 2015 - Apr 2015

6-week project investigating the forecasting power of Thomson Reuters Marketpsych Sentiment Indices. 6-week project investigating the forecasting power of Thomson Reuters Marketpsych Sentiment Indices.

Innovation Analyst

• Sep 2014 - Feb 2015

Using bank transactions for income validation purposes to assess affordability Identifying features from bank transaction data predictive of arrears Assessing probability of default using Logistic Regression, CART, Conditional Inference Trees, Random Forests, Gradient Boosting Machines. Cut-off analysis, F1-scores, AUC etc. Using bank transactions for income validation purposes to assess affordability Identifying features from bank transaction data predictive of arrears Assessing probability of default using Logistic Regression, CART, Conditional Inference Trees, Random Forests, Gradient Boosting Machines. Cut-off analysis, F1-scores, AUC etc.

Product Specialist

• Jan 2014 - Sep 2014

Responsibility for the oversight of all portfolio functions relating to Altis' various trading programmes, for the monitoring of investment risk taken by those programmes, and critical middle office activities. This includes portfolio management, execution oversight, providing technical assistance to business development and IR staff when dealing with client queries and assistance to Research in driving the Research agenda. I was also involved in the development of portfolio analysis and risk monitoring tools, the production of technical papers that describe Altis' investment strategies and portfolio positioning, and also white papers discussing broader topical industry information. Show less

Research Analyst

• Jun 2011 - Jan 2014

Exploring forecasting models, Fourier-based methods of artificial price-series generation, time-series analysis, liquidity forecasting in futures contracts, volatility modelling, transaction-cost modeling, correlation matrix shrinkage, factor analysis etc.

Senior physicist

• Sep 2003 - Sep 2007

My duties involved: Interacting with patients, explaining procedures and performing identity checks. Preparing injections of radiopharmaceuticals (including applying aseptic technique in clean room conditions) using radioactive decay calculations to determine the required volume to deliver a prescribed activity. Administration of radioactive Iodine tablets to patients. Performing routine radiation monitoring of all areas on a daily basis. Performing scans, providing physicists reports (image interpretation) and subsequently discussing these reports with a radiologist in reporting sessions. Often this would involve detailed computer analysis particularly for gated 3D SPECT heart scans. Maintaining the necessary documentation relating to the dispensing and disposal of radioactive materials, always employing basic radiation protection practices. Knowing and adhering to legislation governing the safe handling of radioactive materials. Maintaining and updating departmental imaging protocols, Local Rules and Regulations. Performing quality control of instrumentation (the Gamma Camera, Dose Calibrators, Radiation Survey Meters etc) using a wide variety of tests. The commissioning of new equipment. Show less