David Cottrell

David Cottrell Email and Phone Number

Data Scientist, Mathematician, ML Engineer, Quantitative Developer, Systematic Strategies @ Ediphy
David Cottrell's Location
London, England, United Kingdom, United Kingdom
David Cottrell's Contact Details
About David Cottrell

Hands-on strategist specializing in ML, AI, distributed systems and analytics with diverse international experience in Investment Banking and startups.An interesting career arc from science to mathematics to financial markets, driven by a thorough enjoyment of working in a team environment to tackle challenges using the best tools of the trade.Specialties: Communicating quantitative ideas, research and analytics platforms, machine learning and markets, fixed income and credit flow, systematic strategies, applied mathematics, variational inference, MCMC, engineering and ops, distributed systems, risk.Tech Stack: Linux, Git, Python, Tensorflow, Spark, Javascript, C/C++.

David Cottrell's Current Company Details
Ediphy

Ediphy

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Data Scientist, Mathematician, ML Engineer, Quantitative Developer, Systematic Strategies
David Cottrell Work Experience Details
  • Ediphy
    .
    Ediphy Nov 2020 - Present
    London, England, Gb
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  • General Intelligence
    Ml Engineer And Researcher
    General Intelligence Jan 2019 - May 2020
    London, England, Gb
    Research, platform and team development for mid to low frequency systematic strategies in equities. Tensorflow, python, AWS.
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  • Ubs Investment Bank
    Director
    Ubs Investment Bank Jul 2015 - Nov 2018
    Zurich, Ch
    Foundational member of strats team within FRC (FX, Rates, Credit) developing the platform and team. Worked across the firm. Long-standing projects with FRC management, FRC sales and trading, FRC risk management and group treasury. Products including internal web-apps distributed and supported across the globe, dashboarding and analytics across many teams, machine learning and predictive analytics, predictive data imputation. Distributed systems, multiple languages and frameworks: python, UNIX, spark, dask, front-end (js, angular).
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  • Morgan Stanley
    Associate
    Morgan Stanley Jun 2014 - Jul 2015
    New York, Ny, Us
    Broad exposure to capital charges across the trading book. Implemented calibration routines generating risk factor time series for swaptions (ZABR/SABR).
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  • Scotiabank
    Senior Manager
    Scotiabank Jun 2010 - May 2014
    Toronto, Ontario, Ca
    Distributional predictions of portfolio returns (market risk models, factor models, non-parametric models, time series) across a wide variety of financial instruments. Contribute to the C++ pricing library and work across a variety of languages and codebases. Work closely with credit and correlation desks to enable daily hedging of VaR exposures (CDS and CDO exposure). Manage development of NG futures model incorporating seasonality into exposure profile. Deliver timely solutions to capital-constrained business lines.
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  • Mcgill University
    Applied Mathematics, Phd Research
    Mcgill University 2004 - 2009
    Montreal, Qc, Ca
    Research, lecturing and teaching. Probability, numerical analysis, Bayesian computational statistics, variance reduction techniques, branching diffusion processes for gene expression.
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  • Mcgill University
    Populations Modelling And Epidemiology, Contracted Researcher
    Mcgill University Sep 2006 - Sep 2008
    Montreal, Qc, Ca
    Worked with a group of public health officials, researchers and epidemiologists on a project to advance risk knowledge of prion diseases such as BSE (Mad Cow Disease) and Variant Creutzfeldt-Jakob Disease. There is a large degree of uncertainty surrounding knowledge of prion diseases. This experience made for a fascinating introduction to risk analysis and applications of stochastic populations modelling.
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David Cottrell Skills

Market Risk Financial Modeling Capital Markets Python Mathematical Modeling C++ R Credit Derivatives Statistical Modeling Data Analysis Var Numerical Analysis Statistical Computing Applied Mathematics Unix Risk Management Financial Risk Derivatives Data Wrangling Mathematical Modelling Backtesting Riskwatch Back Testing Analysis

David Cottrell Education Details

  • Mcgill University
    Mcgill University
    Applied Mathematics
  • Mcgill University
    Mcgill University
    Applied Mathematics
  • Mount Allison University
    Mount Allison University
    Physics And Mathematics

Frequently Asked Questions about David Cottrell

What company does David Cottrell work for?

David Cottrell works for Ediphy

What is David Cottrell's role at the current company?

David Cottrell's current role is Data Scientist, Mathematician, ML Engineer, Quantitative Developer, Systematic Strategies.

What is David Cottrell's email address?

David Cottrell's email address is da****@****ank.com

What is David Cottrell's direct phone number?

David Cottrell's direct phone number is +198999*****

What schools did David Cottrell attend?

David Cottrell attended Mcgill University, Mcgill University, Mount Allison University.

What are some of David Cottrell's interests?

David Cottrell has interest in Collecting Antiques, Home Improvement, Reading, Shooting, Gourmet Cooking, Sports, The Arts, Home Decoration, Cooking, Gardening.

What skills is David Cottrell known for?

David Cottrell has skills like Market Risk, Financial Modeling, Capital Markets, Python, Mathematical Modeling, C++, R, Credit Derivatives, Statistical Modeling, Data Analysis, Var, Numerical Analysis.

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