Owned risk management, measurement and associated infrastructure within the group. Built full risk infrastructure to support multi-asset trading including securities master, data abstraction, curve construction, volatility fitting, VaR calculation, factor analysis. Primary focus on commodities (power, gas, oil), also supporting fixed income and systematic trading. Automated risk reporting and dashboards and monitored risk and performance metrics across desks. Worked with trading teams to discuss monitoring and enhance metrics to help optimise risk-taking strategy in the firm whilst controlling concentration and event risk.

Owner of analytics library and Monte Carlo pricing infrastructure within Balance Sheet Management group. Lead a team of quants and actuaries handling strategic ALM. Responsible for design and implementation of a hybrid Heston-LMM. Developed novel yield curve construction approach. Defined ALM strategy for the roll-out of a low-cost dynamically hedged pension product. Developing Funds Transfer Pricing model for all Group funding which allow for re-pricing and liquidity risks. Alignment of guaranteed liability hedge reporting with IFRS17.

Leading a rapidly growing quantitative analytics function at Libfin, a financial services division of the life company. Ensuring analytics infrastructure can support long term strategy. From being initially focussed on modelling $4.5bn of non-linear liabilities (with a hybrid LMM approach), grew to building models to support the interest rate and equity trading desks, credit origination team, treasury function, investment portfolio optimisation function and development of fund replication and factor investing in asset management unit. Structuring of new retail and corporate options products with book value over $375mm. Supervising building of trading and pricing tools and handling pricing requests.Coordinating rebuild of the analytics library, risk infrastructure and compute cluster with dev and quant teams.Researching appropriate ways of marking and hedging long-dated market risk inherent in the life company. In particular, yield curve building and extrapolation and extrapolation of equity and rate volatilities.

Owner of Monte Carlo engine and associated optimisations (e.g. Sobol, Longstaff Schwartz, Brownian bridges). Also developed local volatility and Q-Q map based models. Key developer in analytics library rebuild, re-architected the Monte Carlo product description language and redesigned many other parts of the library. Managed fundamental maths libraries and Windows and Linux build environments.Owner of Excel-based pricing framework used extensively by trading and structuring teams for exotic product structuring. Developed rebuild of this framework in C#.Worked with trading/structuring teams to perform risk analysis and devise hedging strategies.Product life-cycle projects such as straight-through processing, barrier monitoring, production test frameworks, working across wider operations space.

Working with groups of students on a problem-solving basis and assessing students' written coursework.

Regular teaching sessions with two small groups of students: leading discussions, maintaining discipline, addressing difficulties, marking and feedback on assignments.

Invited to participate in security focussed number theory research with a strong computational component and presentations to senior departmental staff.