24 yrs of global Investment Banking experience (in 4 countries) developing/validating pricing and risk models/systems, across most asset classes, whilst working either in Front Office, Middle Office (Market Risk and Model Validation) or leading financial software Vendors.Michael is a British and Australian citizen. He is a former research scientist (physicist) with a Ph.D in Physics and M.Sc in Banking.In 1990, he moved from the land Down Under (Australia) to Lausanne, Switzerland as a Post-Doctoral physicist to (learn French/German, go skiing and) perform advanced nuclear fusion research on Tokamaks (TCA,TCV) for over 7 years at the Swiss Plasma Centre (SPC) of the Swiss Federal Institute of Technology (EPFL), contributing to Euratom and the global ITER fusion project (www.iter.org). He has more than 50 publications in leading, peer-reviewed scientific journals & at international physics conferences (American and European Physical Society). Hirsch index = 12.In 1997, his interest in “Phynance” led him to resign from his tenured post at the EPFL in order to launch his "quant" career.Following quantitative analysis/development roles with financial software vendors in Zurich, then London (SunGard, now FIS), his transition to Banking Quant was completed in mid-2003, by joining Market Risk at the National Australia Bank (NAB) in Melbourne.His remedial C++ quant devel work on the VaR Engine & FX Option pricing models soon helped expose 4 Rogue Traders! ($A360M loss disclosed in Jan 2004), triggering APRA's removal of the Regulatory VaR Model (used for market risk capital) & changing his role to Model Validation.In 2007, after his key role in NAB’s successful external model validation and VaR Model reaccreditation projects, he then resigned and moved to ANZ Global Markets in Front Office Quant Support: a “Strat” mainly for FX Options, Interest Rates and Equities. In Jan 2009, he was internally recruited back to a Model Validation role within ANZ.In April 2010, he resigned from ANZ to join Standard Chartered Bank (SCB) in Singapore, leading the Group’s Market Risk Model Validation team for a total of 14 years (until departing in April 2024).He is a passionate active investor in long-term, disruptive technologies/megatrends (such as the global electrification of transport) and clean/renewable energy (wind/solar): e.g. lithium ion batteries for electric vehicles (EVs) & energy stationary storage (ESS), and rare earth elements (REE: Nd/Pr/Dy/Tb) needed for high strength permanent magnet motors (PMM) used in EVs and wind turbines.
Listed skills include Market Risk, Derivatives, Fx Options, Quantitative Analytics, and 28 others.