Quantitative Analyst
Current• Technical design and implementation of ◦ Financial planning system projecting exposure and capital use for guarantees and equities business ◦ Interactive web app visualizing PE and VC activity and performance data ◦ Implementation: Scala, Akka, TypeScript, React.js, GraphQL. Infrastructure & Dev Ops: Docker, AWS (Fargate, S3, CodePipeline)• Applied Machine Learning to identify ineligible transactions• Built a prototype for securitisation surveillance data processing (AWS Glue, Spark, Redshift)• Creation, maintenance and validation of quantitative finance models and systems (Python, C#, VBA)