Over eight years' experience in quantitative and market risk management, with a focus on using computers in innovative ways for problem solving. Expert in building risk toolkits for both producing new analysis, and for enhancing existing processes.Risk methodology experience covers portfolio stress testing, value-at-risk and back testing, independent price verification and credit risk measurement, across a broad base of asset classes. Experienced in risk analysis and reporting to senior audiences.Expert in Excel-based analysis, as well as databases (Oracle, SQLServer), building web-based frameworks (html, javascript), and traditional languages (C#, Java, C++).Additional track record as an entrepreneur in creative industries prior to working in finance, including founding and growing a business, team building, and eventual sale of the enterprise.Cambridge graduate with Double First in Computer Science.
Listed skills include Risk Management, Derivatives, Financial Risk, Financial Modeling, and 16 others.