Working with government agencies, researchers, start-ups and private sector clients.

Analytics lead for three major business plan projects; delivered a number of presentations across ASIC teams to market the opportunities of utilising analytics in operational work; and produced high quality analysis for senior managers and other stakeholders.Used SQL, shell scripting and VBA for data mining and cleaning. Used R and Python for predictive modelling and machine learning. Used Shiny and Tableau to produce production ready visualizations. Developed Natural Language Processing models using convolutional and recurrent neural networks on unstructured data. Received Australia Day Award in 2018 and 2019.

Reporting directly to the Head of Strategy, and working closely with the Chief Executive Officer, I led a number of complex projects, developed investment strategies, and conducted quantitative and qualitative analysis to drive wide ranging business outcomes.• Contributed to over ten presentations to the ARENA Board which drove renewable energy investment decisions and organizational strategy; demonstrating a high level of critical analysis, quantitative investigation, collaboration and strong verbal and written communication skills.• Managed a modelling exercise using a stochastic Computable General Equilibrium model to quantify the economic impact of renewable energy, working closely with the Head of Strategy and Deloitte Access Economics to ensure technical rigour.• Used Excel, VBA, R and Tableau to collate, analyse and visualize proprietary data for a number of ad-hoc analyses for the ARENA CEO and Board.• Undertook quantitative analysis including auditing, interrogating and back-solving financial models for renewable energy projects. This included a number of time critical analyses on bioenergy projects which helped the deal team negotiate contract terms and assess project risk.• Represented ARENA at cross-organisation (government/private sector) meetings and conferences.• Managed contracts and procurements valued over $7m including renewable energy grants, economic analyses, strategy and ICT systems and procurements.

My primary role at Macquarie was to produce aggregate market risk analysis and reporting on a daily basis for stakeholders across the bank, including senior management and the CEO. I worked with trading and application development teams to lead model improvements, including an in-house Value at Risk (Monte Carlo) model and various in-house options pricing models. I also managed, trained and mentored two team members.• Prepared papers and presentations to senior executives, including parts of Board Reports and the Annual Report. Specific topics varied from aggregate market risk exposures, economic and regulatory capital trends, VaR model backtesting, as well as peer comparisons analyses.• Generated capital efficiencies by autonomously identifying and implementing Value-at-Risk model changes which reduced over-conservative risk estimates. This required practical application of stochastic models and time series analysis using GARCH and Monte Carlo simulation. • Produced multi-dimensional models using R to analyse currency and gold price volatility data, and proposed an alternative investment strategy to optimise returns.• Produced ad-hoc analytics for various business heads on capital impacts of new deals, trading profits and losses, and changes in market conditions including macroeconomic trends.• Performed and enhanced the daily Market Risk capital calculation process and reduced the daily runtime by 1 hour using VBA, SQL and R for automation.• Managed data and work flow, and maintained relationships with multiple teams. This involved a high level of communication with teams in Australia and overseas.

• Created a unit pricing calculation model using MS Excel and VBA, and communicated the results in a client report.• Analysed market capitalization data of Australian and International banks before and after the credit crisis, and presented the analysis at a division-wide meeting.• Assisted in a health insurance pricing project using SAS to clean data and model insurance claims.• Researched APRA regulation on the internal ratings based approach to credit risk and produced a summary document for use in client audits.

• Presented a summary of the Intergenerational Report 2007 to senior Health Actuary.• Reviewed ASFA Best Practices Paper 26 on Investment Practices and made recommendations to update sections of the paper to account for new regulatory and economic conditions (the Basel Accord and Solvency Directives post GFC).• Researched and implemented a methodology to estimate volatility in autocorrelated investment returns, the output was used in a client project.• Assisted in migrating a pricing model for an insurance business from Microsoft Excel into MoSes, an in-house financial modelling software package. • Modelled and back-tested volatility in returns across a number of asset classes by using CAP:Link, an in-house economic scenario generator