Quantitative Researcher And Lead Core App Developer
CurrentResponsible for researching and developing the computational components of the genOTC volatility library.
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Benjamin Joseph is listed as Quantitative Researcher and Lead Core App Developer at genOTC, based in Oxford, England, United Kingdom. AeroLeads shows a matched LinkedIn profile for Benjamin Joseph.
Benjamin Joseph previously worked as Tutor at University Of Oxford and Teaching Assistant at University Of Oxford. Benjamin Joseph holds Dphil, Mathematics from University Of Oxford.
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Quantitative Researcher and Lead Core App Developer at genOTC.DPhil Mathematics candidate with the EPSRC CDT Random Systems at Christ Church, Oxford. Research interests include optimal transport and stochastic modelling in mathematical finance with a focus on robust calibration of volatility in models incorporating stochastic rates.
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Paris, Île-De-France, France
Responsible for researching and developing the computational components of the genOTC volatility library.
Tutor for the MCF Fixed Income and Credit Risk course in Hilary Term 2022, and for B8.1 Probability, measure and martingales in Michaelmas 2022 and 2023.
TA in the academic year 2020/21 for B8.1 Probability, Measure and Martingales, B8.2 Continuous Martingales and Stochastic Calculus.Also in the academic year 2021/22 for B8.1 Probability, Measure and Martingales
Organised and delivered the training programme for the novice intake (c.200 novices) in the boat club.
Oxford, England, United Kingdom
Academic assistant for Prof Jan Obłój in the academic year 2020/21, 2021/22, and 2022/23. Edited lecture videos and notes, marked undergraduate work and gave some 1st/2nd year tutorials in Probability. Helped organise 2022 Banff conference on Stochastic Mass Transports.
London, England, United Kingdom
• Lead a team of software engineers and organised a ten-week project which was an open problem for the business using the agile methodology and learned how to direct and structure the development of it.• Gathered requirements for the project from stakeholders across the business and organised meetings to determine the best way of approaching the problem.• Delivered and organised presentations to stakeholders to update them on project progress and verify that the project was going in a direction that would add business value.• Delivered an hour-long final presentation to approximately 50 people, including senior members of the business, to show the development of the project, a demo of the software the team developed, and provide suggestions for future ideas to tackle similar problems, and additional use cases for the software.• Organised interesting talks for the team from differing areas of the business.• Helped design some of the UI using React and learned Python in my spare time.
Cheltenham, England, United Kingdom
• Learned about computer network fundamentals, cyber security, OWASP top 10, coding best practices and Windows internals (virtual memory, I/O model, kernel and security controls)• Completed group projects including reverse engineering malware using assembly code• Learned C/C++ for a project to fix a robust image viewing program• Learned how to use open source software and find open source information online
DPhil candidate at Christ Church with the EPSRC CDT in the Mathematics of Random Systems: Analysis, Modelling and Algorithms. Research.
Read Mathematics at Lady Margaret Hall. Areas of study included discrete and continuous martingale theory, stochastic calculus, financial.
A-levels: Mathematics A*, Further Mathematics A*, AS Additional Further Mathematics A, Pre-U Physics D2, Pre-U History D3. iGCSEs/GCSEs: 7.
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Benjamin Joseph works for genOTC.
Benjamin Joseph is listed as Quantitative Researcher and Lead Core App Developer at genOTC.
Benjamin Joseph is based in Oxford, England, United Kingdom while working with genOTC.
Benjamin Joseph has worked for Genotc, University Of Oxford, Christ Church, Oxford, St John'S College, Oxford, and Her Majesty'S Government.
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Benjamin Joseph holds Dphil, Mathematics from University Of Oxford.
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