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 Expert  728505

Expert in Financial Services Technology and Quantitative Development

Available for your Consulting and Expert Witness Needs

United Kingdom
Education Work History Consulting Services Expert Witness

Summary of Expertise:

Listed with other top experts in: 

Expert has spent over a decade modeling fixed income securities ranging from vanilla swaps and forward rate agreements through to CDOs, CLOs, ABS and other structured finance products. His skills extend from using sophisticated mathematical techniques for modeling through the programming of algorithms and complete system implementation. He has helped establish business through the creation of value in structuring teams and also from the ground up (having been a founder member of a derivatives product company as well as a director of a software house).

fixed income securities


mathematical modeling

Show Secondary and Basic Areas of Expertise

Year   Degree   Subject   Institution  
1999   D.Phil.   Mathematics   University of Oxford  
1991   B.Sc.   Mathematics   University of Cardiff  

Work History:
Years   Employer   Title   Responsibilities

2006 to






The company is the vehicle that Expert uses to deliver consultancy to companies.

2007 to






Expert's Firm is a small but growing software company specialising in tools for the physical asset management industry. Expert is the Technical Director, providing direction on software and algorithm development as well as ensuring software production is smooth.

2007 to 2007


Channel Capital Advisors, LLP




2002 to 2005




Head of Credit Derivatives, Financial Engineering


2000 to 2002




Quantitative Developer


1998 to 2000


Lombard Risk Systems


Product Manager


1992 to 1994


Maritime Dynamics, Inc.


Teaching Company Associate


Consulting Services:
Selected Consulting Examples:
  • A UK institution required support in a front-office team to provide end-of-month valuations on a host of complex structured credit products. As a large institution it had valuation tools and systems providing market and static data; however, for some complex credit products, the connection between the two needed enhancing to ensure data integrity and an appropriate level of automation.Expert provided support by working closely with the necessary front office, IT and finance teams to ensure that their products would deliver the correct data and valuations given the underlying credit products. The tactical nature of the required solution resulted in the production of an Excel/VBA based tool to provide data download, reconciliation, and upload and significantly improved the efficiency of the trade marking process.The role drew on knowledge of the nature of the products, the quantitative techniques used in modelling credit products and programming skills to facilitate a pragmatic solution.
  • A clearing house was establishing a fixed income quantitative analytics team and, at the same time, looking to enhance the programming environment for the quants so tool and product development could happen in a more streamlined manner.Expert provided support through discussion with the clearing house management of approaches to quant team development in investment banks and also through discussion with the quants of the tools and techniques of their trade.Nearly two years later the clearing house approached Expert to provide detail on the operational and valuation aspects associated with credit default swaps.In both cases the role drew on extensive knowledge of quantitative techniques, programming languages (C/C++/VBA) and experience of managing small teams of highly skilled professionals.
Click the green button above to contact Expert for a free initial screening call regarding your expert consulting needs.  Expert is available for consulting to corporate, legal and government clients.  Remember, your initial screening call to speak with Expert is free.

Expert Witness:
Click the green button above to contact Expert for a free initial screening call regarding expert testimony, litigation consulting and support, forensic services, or any related expert witness services.  A few litigation needs include product liability, personal injury, economic loss, intellectual property (patent, trademark, trade secret, copyright), and insurance matters.  Remember, your initial screening call to speak with Expert is free.


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