Mark Philpott Email & Phone Number

London, United Kingdom

Building a cross-asset public-cloud platform running business-critical Front-Office risk. Deploying thousands of containers to run millions of Front Office risk calculations per day, abstracted from Front Office risk implementations. Modern microservices architecture designed and built from the ground-up to be scalable, secure, observable, robust and testable. Implements compute scheduling and data scheduling using near-compute caches. Distributed tracing provides a holistic view on overall workloads. Generic compute platform support distributing individual calculations to minimise wall clock time for intensive risk processing.

London, England, United Kingdom

London, United Kingdom

Integrating global market data cache into overnight pricing and risk platform.

Working in the Equity Derivatives Risk Services team - building orchestrated services for loading market and instrument data and pricing and stressing instruments in user-interactive, live risk and overnight batch modes.

Working in the area of pricing, risk and stressing on the grid. Working closely with Market Risk to resolve a number of risk management issues in order to allow a capital adequacy application to be made.

Specialised in overnight pricing and stressing on the grid for Equities/Exotics. Lead project to build application to perform 3,000 CPU hours of computation per night with a team of up to nine developers. Application rolled out globally - and has since scaled up to 40,000 CPU hours of computation per day.

Designed and built bespoke sales-forecast information capture system using ASP.NET and SQL Server, for use by a mobile workforce.

Oxford, United Kingdom

Worked on all sorts of intesresting sciency projects, including: oil field modelling software; retail desktop image processing; x-ray spectroscopy hardware controller; third-world in-the-field survery equipment.

Studying the effect of stochastic behaviour on a complex and large scale routing and scheduling problem. Providing novel applications of optimisation techniques to explore the solution space and provide a suite of pareto-optimal solutions in acceptable time-frames.

During PhD funded by DERA / QinetiQ, spent one one month in four on-site at the Signal Processing department in Malvern. Along-side the PhD research, worked with the scientists and engineers on a variety of projects in the field of optimisation and analysis. Also advised on improving software practices and how to produce reusable components within the group, including consultation on the design a major green-field OO project.