Specialist in Financial Services

Although keen to accept projects from any industry, having worked for 10 years as an investment banking technologist, I specialise in financial services. Being able to talk the same language when discussing problems and solutions can be almost as important as having the right technical skills, especially in a high complexity domain like finance. When you have to rely on your spreadsheets for financial decision-making or for trading, you need to be in safe hands. In addition, with your project better understood, you can expect fewer mistakes and less re-work when you come to test what has been developed.

I hold the Investment Management certificate, which covers economics, accounting, investment practice, regulation and ethics.

Prior Experience

• Investment Management - Front office portfolio management and trading platforms, primarily for fixed-income.
• Market Risk Management - VaR and stress testing of bank-wide positions for internal use and for regulators.
• Hedge Fund Risk Margining - Using VaR and stress testing of primarily derivatives portfolios (FX, credit, IR and repo), OTC collateral and exchange margin requirements could be optimised for relative value funds.
• Cash Securities Margining - Again primarily for hedge funds trading out of prime brokerage margin accounts.

Financial Products

• Cash securities - Stocks, Bonds, MBS, ABS, Repo & Stock Borrow/Loan
• Foreign Exchange - Spot, Forwards and Options
• OTC Interest Rate Derivatives - Caps, Floors, Swaps, Swaptions, FRAs
• Credit Derivatives - CDS, Index CDS, CDS Options, CDO
• Investment Funds, Unit Trusts, OEICs, ETFs
• Futures and Options

Whatever stage you are at with your project, whether an early idea or a broken spreadsheet, get in touch today. It's completely free.