Jonathan Moore Email & Phone Number

I have extensive experience in management consulting and finance, applying mathematical modeling and technology to business problems, leading a range of projects from conception to production use.Most recently at Barclays I have managed development and adoption of a simulation framework for projecting the future performance of the firm's constituent businesses and legal entities. Initially designed to support CCAR 9Q projections through modeling the Barclays US IHC, this drastically upgraded the company's ability to perform medium term projections, scenario analysis, etc. Its use has been extended to business planning and projections for other regulatory stress tests, and it is due to be adopted for Barclays driver-based modeling globally. Previously I worked to support a large quantitative analytics library, with a focus on numerical methods and performance. Prior to Barclays I worked at Lehman Brothers on pricing and risk models in energy and commodities. Before that I worked for several years in a specialist management consulting practice, applying both mathematical modeling and standard consulting approaches to a wide range of problems, and before that I gained a PhD in theoretical physics at Stephen Hawking's research group at Cambridge.Specialties: Modeling : simulation, optimization, Monte Carlo, numerical solution of partial differential equations, etcComputing: several years of C++, Python and high-performance/parallel programming and significant projects in a range of other languages on both Windows and Unix.