at Nomura
London, United Kingdom
at Nomura
London, United Kingdom
C++ developer of Front Office distributed IR pricing & risk applications.
C++, Java, VB, COM, ATL, MFC, Excel, XML, UNIX, Haskell, Lisp.
Interest Rate Derivatives. Distributed Risk Systems.
(Public Company; NMR; Investment Banking industry)
January 2009 — Present (1 year 2 months)
Analytics group in Fixed Income E-Trading.
(Public Company; LEH; Capital Markets industry)
April 2004 — January 2009 (4 years 10 months)
Team Leader for FTA Derivatives Risk Applications.
C++ & Java apps for FI exotics pricing and risk.
(Public Company; 10,001 or more employees; GS; Investment Banking industry)
October 2003 — March 2004 (6 months)
Senior Developer in IRP Quantitative Strategies.
(Public Company; LEH; Capital Markets industry)
September 1997 — September 2003 (6 years 1 month)
Fixed Income Front-Office Derivatives development. C++ & Java.
(Public Company; Investment Banking industry)
January 1996 — September 1997 (1 year 9 months)
Equity Derivatives. C++, COM/OLE & VB.
(Public Company; 10,001 or more employees; CS; Banking industry)
July 1994 — January 1996 (1 year 7 months)
MSc. , Information Technology , 1992 — 1993
BSc , Maths and Computational Science , 1988 — 1991