I have a Bachelor's degree with Honours in Pure Mathematics and a PHD in Applied Mathematics. I have been a Senior Lecturer/Associate Professor in Mathematics and Computational Finance at Australian and American Universities. I have used a wide variety of mathematical software including Mathematica, Matlab, Reduce, Macsyma, Theorist, Lisp and Derive, as well as the traditional programs Fortran and C.I have had PHD students in both Mathematics and Finance.I have done consulting in mathematical finance, computational finance, biostatistics and financial option evaluation.I have been employed as a research director and programmer to design automated trading systems for private trading firms.My goal while working at Wolfram Research is twofold: To promote Mathematica as a leading financial software and to apply recent techniques in stochastic processes, statistical analysis, parallel programming and big data analysis to problems in finance.Specialties: Mathematical/Functional Programming, especially using Mathematica and Matlab.Data Analysis using Linear and Nonlinear models as well as Neural Networks and Wavelets.Mathematical and Computational evaluation of financial options using partial differential equations, stochastic differential equations and stochastic path analyses.Design and programming of automated trading systems.
Listed skills include Partial Differential Equations, Differential Equations, Stochastic, Mathematica, and 38 others.