CV

Education

2009 – date Birkbeck College,
University of London
PhD student in Mathematical Finance

Topic : Commodities Modelling

Supervised by Helyette Geman

2008 – 2009 Birkbeck College, University of London MSc in Finance and Commodities

Distinction awarded

Dissertation Topic: “Factors Affecting the Shape of the WTI Crude Oil Forward Curve”, supervised by Helyette Geman.
Taught courses: Commodities and Commodity Derivatives (especially energy markets), Financial Theory (Risk, Pricing, Portfolio Theory, Market Microstructure, etc) and Econometrics.

2008 7city Training,
London EC1Y.
Wilmott ‘CQF’ Certificate in Quantitative Finance

95% overall mark.

Project – Finite Difference and Monte Carlo based pricing of exotic interest rate derivatives.

1991 – 1994 Warwick University, UK. BSc in Computer Science

1st Class Honours

“Best Overall Student in Computer Science” award.

Employment History

2005 – 2008 Pirum Systems,
Leadenhall EC3,
London.
Senior software designer and developer.
Designed and developed software for a financial services company which processes transactions for the prime brokerage industry.  Clients included Goldman Sachs, Deutsche Bank, UBS, HSBC, Citi, JPMorgan, with positions in excess of $US 1 trillion processed each day.
2002 – 2005 Mimos Berhad,
Ministry of Science and Technology,
Kuala Lumpur,
Malaysia.
Software designer, consultant and team leader.
I worked for a government technology R&D agency, designing and consulting on internet security and open-source software. I represented Malaysia at a number of Asian software conferences, briefed senior Government officers on web technologies, and was invited by a number of universities and Government departments to give talks on open source software technology and policy.
1999 – 2001 Transmit Associates,
Camberwell,
London.
Web consultant and developer.
I set up a web design consultancy with friends.  Designed and developed dynamic web sites.
1998 – 1999 Financial Control I.T.,
UBS Warburg,
Broadgate,
London.
Senior programmer.
Worked on global P&L and equity reconciliation systems during the merger between UBS and Swiss Bank.
1997 – 1998 Treasury Department,
Midland Global Markets,
London.
Senior programmer.
Worked with business users to integrate interest rate and equity products into a new MIS system and data warehouse.
1995 – 1996 Anderson Consulting, on site at
BP Oil Derivatives Trading, Broadgate, London.
Software developer and support.
Support and development of an oil and gas derivatives trading system.
1994 – 1995 James Capel,
Queens Street Place,
London.
Programmer.
Developer on a front office equity trading system.
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5 Responses to CV

  1. A says:

    Hi Will,
    Have you done research on Unit Commitment Problem? I’m looking for a piece of code, as I’m trying to replicate problem.
    It’s basically an optimistion exercise, where you try to maximise revenue/minimise costs, subject to constraints.
    If you have any piece of code, feel free to share.

    • Sorry, I haven’t looked into this, but it looks like an interesting puzzle. My first degree was computer science with quite a lot of theory (complexity, algorithms, parallel processing theory etc) so the little I’ve (just) read makes me want to know more. What’s your involvement with this problem?

  2. S Raja says:

    Hi Will:

    Why did you do Masters after CQF? How do you compare these two programmes?

    Thanks.

    Raja

  3. Aaron says:

    Hi Will,

    I’d like to learn commodity risk management model coding in matlab and VBA, Like VaR calculation for commodity holder. I’m looking for some basic code in this area to start my study. But I can’t find much resource through internet. Could you give me some tips about that?

    Thanks!

    Aaron

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