London · Interest Rates · C# / C++
Quality Engineering meets Quantitative Finance.
Twenty-odd years building pricing and risk systems for banks and hedge funds — now doing it independently, one clearly scoped project at a time.
Twenty-odd years building pricing and risk systems for banks and hedge funds — now doing it independently, one clearly scoped project at a time.
It's the balance between speed, delivery and budget — and there's no single right answer, because that balance shifts with every project. The market doesn't wait for anyone, so the job isn't chasing perfection. It's making the right call, quickly, standing behind it, knowing exactly what balance we have struck.
Modelling risk and pricing well is only half the job. The other half is making the model actuall run — fast, correctly, under load — so you can price and hedge better than the desk next to you. There's no functionality without performance.
Fixed deliverables with a clear finish line — you know what you're getting, and when.
Pricing and risk libraries for interest rate derivatives in C# and C++, built to run inside real production systems — not just a notebook.
A defined deliverable, a defined timeline, milestone by milestone. No creeping scope, no ambiguity about what "done" looks like.
Two decades in quantitative development across major banks and hedge funds, specialising in interest rates. These days I work independently from London, choosing projects where the rates background and the engineering habits both keep the curiosity alive.