Robert Nall Email & Phone Number

London, United Kingdom

London, England, United Kingdom

- Leading the development of a new trading platform for the LDI desk, including a fast and scalable live pricing capability for effective price discovery. - Key code contributions include the development of core curve building and order pricing capabilities using a graph-based approach, integration with Bloomberg B-PIPE, and a rich domain model.- Worked.

- Led the technical design and implementation of the Trade Calibrator application, which is used by the portfolio managers to construct trades that produce a desired hedge or set of risk profiles. Tasks that once took several hours were reduced by an order of magnitude, a leap in efficiency that senior management recognised as a significant success..

- One of the principal designers and implementers of the.NET pricing and risk library used throughout the company's applications and services. All the major projects I have worked on since have used it. Below is a sample of the features I was responsible for or significantly contributed to: - Rich scenario framework to support scenario analysis.

Designed and implemented multiple sub systems and components for the multi-asset risk control and portfolio management system used by the Alternative Investments unit (F&C's hedge fund business). Based on the desk with the fund managers, the role also involved working closely with the risk management team.

London

Developer in the Commodities IT team, developing systems for the power, gas, emissions, and coal trading desks.

College Certificate Of Continuing Education In Statistics, Mathematics And Statistics

Bsc (Hons), Computer Science, 2.1