Quantitative financial software developer in F#, C# and C.

A number of systems for order and asset management, risk and performance, trading strategies and portfolio optimisation.

In a variety of places: insurance company, investment banks, asset manager, hedge fund, fintech startups.

I’m primarily skilled at building robust and flexible p&l, return, risk and VaR engines with risk factor, fund of fund and benchmark attribution. Plus systems that derive from this kind of engine like order management and portfolio optimisation.

Keen interest in performance both at the architecture and benchmark level. E.g.

Based in Edinburgh and London.