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Part of core research group in systematic trading. Building systematic trading strategies in futures, FX, equities and exchange traded derivatives.

Part of systematic trading. Building systematic trading strategies in Futures, FX and exchange traded derivatives.

Portfolio asset manager systematic trading.

Part of the WiTTie group, building intra day systematic trading strategies on futures and spot FX. Traded said models, numbering a total of 25 by 2000. responsible for building the mark to market system on the desk.

Joined as AVP, Exposure management, responsible for reviewing derivative pricing models, yield curve construction methodologies, mark to market calculators and risk management systems.

Tokamak vertical stabilization in the presence of uncertainties, deploying robust control methods to stabilize plasma position and avoiding discharge. Dimension reduction of finite element based models describing the vertical dynamics of a confined plasma allowing for novel solutions to the control problem.Main research activity in scientific computing and numerical linear algebra for large scale systems, large scale model reduction, solution to large scale Lyapounov equations, implicitly restarted methods for large scale model reduction. New methods for the solutions to large scale sparse linear systems using Krylov subspace methods.Two degree of freedom robust controller construction within the H-infinity framework allowed for the derivation of simplified equations for all stabilsing solutions via coprime factorization. The new method was tested extensively on a high purity distilation column, a known difficult engineering problem, proving successful.