London, United Kingdom
Financial Risk Analyst and VBA / R Programmer
Financial Services
Education
Birkbeck College, University of London 2006 — 2010
MSc, Applied Statistics & Stochastic Modelling
University College, Cardiff
BSc Hons, Biochemistry II; I
Experience
PMM Partners LLP January 2015 - Present
Statistical Consultant September 2010 - Present
Investment and Mathematical Research January 2002 - September 2010
P. Schoenfeld Asset Management October 1996 - December 2001
Schroders January 1995 - August 1996
AMP Asset Management May 1993 - January 1995
Ernst & Young September 1989 - March 1993
Skills
R, Project Management, Linear Regression, Bayesian inference, Econometrics, Bayesian statistics, Finance, Financial Analysis, Stochastic Processes, Optimization, Market Research, Eviews, Stata, Financial Econometrics, C++, SAS, Matlab, Probability Theory, Python programming, Fixed Income, Equities, Process Simulation, Valuation, Business Analytics, SPSS, Quantitative Analytics, Strategic Planning, Data Mining, Data Analysis, Markov Chain Monte Carlo, Monte Carlo Simulation, Quantitative Finance, VBA, Applied Probability, Business Analysis, Risk Management, Statistical Data..., Analysis, Microsoft Excel, Statistical Modeling, Analytics, Time Series Analysis, Predictive Modeling, Stochastic Modeling, Logistic Regression, Portfolio Management, Statistics