About

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.

• Added several Benchmarks Game winners for C# and F#.
• Created up to 60% faster Dictionary implementation working with Microsoft.
• Created next generation testing library with integrated random, performance and stress testing.
• Created fast compressed bitemporal embedded database. More repeatable and testable with less logging.
• Understand how functional programming can help to produce simpler, more robust and faster servers.

Based in Edinburgh and London.

anthony@lloydhq.com