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Financial modelling

1 article, 3 roles and 1 qualification.

Writing

An international asset allocation for a billion-dollar fund

A 1993 syndicate assignment: forecast total returns for twelve asset classes across seven markets under five world scenarios, then run them through a mean-variance optimiser and argue with the answer.

Work

2016 — 2019

Transport for NSW

Principal Consultant (Consulting)

An enterprise applications business case, proofs of concept, and machine learning for incident routing.

1990 — 1991

State Bank Victoria

Treasury Analyst

Pricing exotic options as a Treasury analyst, and maintaining the Treasury management system.

1988 — 1989

Optech International

Systems Analyst

Option pricing and distributed risk management for Tesla, a foreign exchange options trading system built at Optech.

Education

1992 — 1994

Macquarie University

Master of Applied Finance

Awarded the Australian Institute of Bankers Prize, and The Institute Prize for graduating top of the class.