The Goldfish Online

Curriculum Vitae

Objective:
To further my career in quantitative finance, by expanding my knowledge and skills through new challenges in the financial sector.

Profile:
I am a quantitative developer/analyst currently employed at a leading hedge fund/market maker specialising in volatility trading. My role primarily involves working closely with the traders providing analytic and trading solutions for them. I have a wide experience of solving differential equations and other complex mathematical problems analytically and numerically using Java and C++. Typically my C++ code has been written for use on a UNIX system, using both STL and OO techniques. I have a sound understanding of the Black-Scholes formulation and also gained a solid grounding in option theory, volatility, the Greeks, hedging and the various spreads used in trading.

Education:
MSc Physics, 1998-2000, Victoria University of Wellington, NZ.
    Thesis: Investigation of the Structure of Colossal Magneto-resistant Lanthanum Manganites

BSc (Hons), 2nd Class, 1st Division in Physics, 1997, Victoria University of Wellington, NZ
    Theoretical Physics (A),
    Relativistic Quantum Mechanics (B),
    Electromagnetism (B),
    Physics of Condensed Matter (B),
    Research projects (A): The anomalous peak in the magnetisation of TI-1223
                                       Electrostatics of proton arrangements in ice

BSc, Physics and Mathematics, 1993-1996, Victoria University of Wellington, NZ
University Entrance/Bursary Award, 1992, St. Bernard's College, NZ:
    Mathematics (A), Physics (B), Statistics (B), Chemistry (B), English (B)

Sixth Form Certificate, 1991, St. Bernard's College, NZ:
    Mathematics, Physics, Applied Mathematics, Chemistry, English, Art

School Certificate, 1990, St. Bernard's College, NZ:
    Mathematics, Science, English, Art, Technical Drawing, Accounting

Technical Skills:
Mathematical and numerical modelling using C++, IDL and MATLAB
Object Orientated Programming in C++, with experience in STL and multithreading with POSIX.
MS Windows and UNIX/Linux operating systems
MS Word, MS Excel (VBA), SQL, LaTeX typesetting language, HTML, MathCAD, Mathematica, and Maple

Other Qualifications:
C++, QinetiQ Learning Course, 2005
Introductory Latin, Malvern Hills College, 2005
Professional Membership of the Royal Society of New Zealand (MRSNZ), 2004
Target Tracking Theory, QinetiQ Learning Course, 2004
Mandarin Chinese, 1994-1995, 1st and 2nd year undergraduate courses at University of Wellington, NZ

Employment history:
Quantitative Analyist, Capstone, London, England, December 2007-Present
Algorithmic Trading Developer, RV Capital, London, England, August 2006-December2007
Research Scientist, Stealth Group, QinetiQ, Malvern, England, 2001-August 2006
Research Scientist, Target Signatures Group, DERA, Malvern, England, 2001
IBM Results Operation Event Manager, Fencing Event, Sydney 2000 Olympic Games, Australia, 2000.
Research Scientist, Material Physics Group, Industrial Research Ltd, Lower Hutt, NZ, 1999-2000
Sessional Assistant/Tutor, Department of Physics, Victoria University of Wellington, 1996-1999
Research Assistant, Nuclear Physics Group, Inst. of Geological and Nuclear Sciences, Lower Hutt, NZ, 1997