I’m not easy to put in a box because I am a mix between a mathematician and a programmer, and between a manager and a technician. I am driven by a need to continue to learn and to feel as though I am adding value.
As far as formal education goes, I’ve taught myself everything I know about programming and finance, as well as the mathematics that were not covered in my undergraduate degree at Oxford. After a couple of years as a professional programmer where I learned to develop commercial software in a team, I went to work in the City in London. I fell in love with the environment on the trading floor in capital markets because I got immediate feedback on the mathematical models I researched and implemented in C++ & Python. I enjoyed the intelectual freedom of working in academia combined with the results orientation of working in industry.
For being a programmer, I would say I am an unusually good mathematician. For being a mathematician, I would say I am an unusually good programmer. I have found working at the intersection of these two skills to be a great way to add value. I was lucky enough to be in the right place at the right time to have the opportunity to hire and train a team of more than 20 quants (quantitative analysts).
Another place I have found to add value is where there is resistance (otherwise someone else would have done it already). I wanted to use my models in practice, so I set up a new business area to actively manage the credit risk embedded in derivative contracts. There was plenty of resistance to account for a risk that had previously been “socialized” as well as to secure financing for a large IT project. We had to insert ourselves in between sales and trading - a place where there is a natural tension - without disrupting the business.
I’m passionate about Machine Learning, data science and Artificial Intelligence, which I see as a natural progression of my work. It is not enough to just read books to satisfy my need to keep learning, so I play around with projects in my spare time (check out my GitHub @teticio) and give classes on neural networks in several Masters courses.
In order to thrive in this uncertain and rapidly changing environment that we live in, I believe in keeping physically and mentally healthy (I’ve run many marathons and I am a qualified Mindfulness instructor).
Thank you for taking the time to read my profile.