4 articles, 2 roles and 2 qualifications.
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.
The Common Fund’s tactical asset allocation scheme, and how Sanford C. Bernstein turned a dividend discount model into a stock selection discipline — written for Applied Portfolio Management in 1993.
The longer version of our 1990 Optech paper, with the sections SunTech Journal cut, the libraries described one at a time, and the figures as we drew them.
Our 1990 SunTech Journal article on hedging the risk in an options book, and the distributed trading system we built at Optech to do it on a network of Sun workstations.
1990 — 1991
Treasury Analyst
Pricing exotic options as a Treasury analyst, and maintaining the Treasury management system.
1990 — 1991
1988 — 1989
Systems Analyst
Option pricing and distributed risk management for Tesla, a foreign exchange options trading system built at Optech.
1988 — 1989
1992 — 1994
Master of Applied Finance
Awarded the Australian Institute of Bankers Prize, and The Institute Prize for graduating top of the class.
1992 — 1994
1990 — 1992
Graduate Diploma
Graduate Diploma in Applied Finance and Investment.
1990 — 1992
