Resume
Commercially aware and technically astute analytics and research leader recognized for quantitative modeling knowledge and a flexible approach to developing creative solutions to complex problems.
I have spent the last ten years using AI/ML to solve real-world investment and risk management problems for the world’s largest asset owners and bringing a unique investment, finance, economics, physics, data science, and software development background.
Educational
background
Ph.D. in Economics
University Durham
2009 to 2014
MSc in Economics and Finance
University Durham
2008 to 2009
BSc in Physics with Theoretical Physics
Imperial College London
2002 to 2005
Previous roles
BRIDGEWAY ANALYTICS
Predictive Analytics Principal, San Francisco, CA 2022 – Present
Led analysis to quantify the impact of new regulatory treatment on insurance asset holdings, specifically for CMBS, RMBS, ABS, and CLOs.
Built an AI asset categorization tool (Python) leveraging NLP and reinforced learning to identify the appropriate filing schedule and line for NAIC reporting, two clients engaged on a proof-of-concept.
GIANT PROTOCOL
Lead Product Manager (Tokenomics), San Francisco, CA 2022
Defined and executed research roadmap for Monte Carlo models/tools (Python) to (i) present to investors securing the next funding round and (ii) bolster the protocol’s security, removing ten attack vectors.
Improved conversion rates on targeted marketing efforts by 75% using ML.
Translated whitepaper into technical specification for implementation on Layer 1 Substrate.
Advised on the strategic vision, including core consumer offering and the potential to scale the opportunity tenfold by building a derivative market for bandwidth using the token contracts.
MOODY’S ANALYTICS
Director of Research & Strategy, San Francisco, CA, 2017 -2022
Strategy lead for a new credit-market risk integrated issuer-level credit portfolio tool creating a new 7-figure revenue stream:
Negotiated across lines of business to secure buy-in from management and access to IP from 5 legacy products.
Led an interdisciplinary team to build and commercialize a beta simulation tool (C#/C++) and sold to 3 new clients.
Developed and calibrated models to capture the interaction of credit (PD/LGD), spreads, and interest rates to price vanilla and callable/structured securities accounting for industry diversification.
Cut calculation time by 75% using introducing new technologies e.g. Spark/CUDA, to solve model estimation and simulation problems.
Presented five sessions on risk analytics & modeling for the Society of Actuaries and at 3 global diversity events.
Lobbied senior leaders to secure enhanced and equitable surrogacy benefits for >5000 US-based personnel as chair of the Pride BRG.
MOODY’S ANALYTICS
Associate Director of Research, Edinburgh UK, 2012 -2017
Technical Lead for the ‘Own Views’ team.
Led a team of two quants and four developers to create an automated solution to calibrate risk, finance, and pricing models in line with the client’s capital market assumptions.
Significantly reduced delivery costs for consulting projects by connecting automated optimization techniques with financial and economic theory.
Developed multi-start, stochastic, and up-hill step enhancements for in-house implementation of Levenberg–Marquardt optimizer, more than halving analyst interventions during calibration processes.
Leveraged AI/ML to build asset allocation and optimization tools, creating non-standard, efficient risk-return frontiers e.g., neural nets and random forests, to maximize return on equity for a given level of VaR/EC.
Recognized that emerging negative interest rates would require a significant change to core models and convinced senior leaders to prioritize this work.
Directed a multi-disciplinary team to establish the benchmark models for negative rates (displaced multi-factor Black-Karasinski, LMM, and CIR models) in the insurance risk management sector, positioning Moody’s Analytics as an industry leader and secured a $10M+ revenue stream.
Awarded the company-wide create confidence award, globally six winners out of 10,000 staff.
Defined and coded a VAR/ARMIA-based macroeconomic modeling framework for the Economics Scenario Generator. Sold to 5 clients adding $2M in annual revenue