Continuum Analytics
Quantitative Engineer
Opengamma 2011 - 2014
Senior Quantitative Developer
Beedie School of Business at Sfu 2012 - 2014
Visiting Lecturer
J.p. Morgan 2006 - 2011
Desk Quant and Junior Trader, Rates Hybrids and Exotics
Quic Financial Technology 2001 - 2005
Quantitive and Pre-Sales Engineer
Education:
The University of British Columbia 1999 - 2001
Master of Science, Masters, Finance
The University of British Columbia 1994 - 1999
Bachelors, Bachelor of Science, Physics
Skills:
Quantitative Finance Derivatives Fixed Income Market Risk Interest Rate Derivatives Financial Markets Equity Derivatives Financial Modeling Risk Management Quantitative Analytics Python Financial Engineering Trading Trading Systems Structured Products Monte Carlo Simulation Market Data Capital Markets C++ Numpy Scipy Fx Options Java Hedge Funds Swaps Electronic Trading
Interests:
Cooking Exercise Electronics Outdoors Home Improvement Reading Crafts Gourmet Cooking Sports Home Decoration