I am a newly started graduate student at University College London (UCL) and a member of the Financial Computing CDT. I have just completed my MRes in Computer Science and now started my PhD in the Statistical Science department. Previously, I completed an MPhys in Theoretical Physics at the University of Manchester.
I have worked in the finance industry at large investment bank as part of an equity derivatives team that engineered software to price a large range of securities. I have also worked at a smaller firm as an intern trading emerging market products in both European and American markets.
I also have a keen interest in sports modelling and how statistics can be used in professional sports and gambling.
Outside of academia, I enjoy a good film and a bit of a foodie. Here I am enjoying some delicious Korean BBQ.
My blog is also aggregated on https://www.r-bloggers.com/.
Notes from R-Finance 2019
Last month I hoped across the Atlantic to the windy city of Chicago for the annual conferrence about using R in finance. It was a two day conference with a mixture of 5 minute lightning talks, longer sessions and keynote speakers. Over the two days all walks of finance were discussed; equities, bonds even crytocurrencies. The confernece even provided breakfast and lunch which was a nice suprise, usually you pay your massive registration fee and left to fend for meals.