ACCU London
Thursday 22nd May 2008, 19:00
David Carter-Hitchin: An introduction to Quantitative Development [Slides] [PDF]
In this talk, David aims to:
- Give a brief history of quantitative finance
- Introduce derivatives and stochastic modelling
- Provide an overview of the different technologies used — C++, Matlab, Python, etc.
- Talk about common problems and patterns
- Discuss careers, education and lifestyle
David's talk will consider a case study involving Cliquet Options.
About the Speaker
David Carter-Hitchin started his IT career at the first Internet Cafe in Oxford, teaching people how to use the web, news and e-mail, and keeping the PCs running. He then worked for an American ISP for two years writing scripts, web pages and troubleshooting modem and router problems. This preceded a one-year stint as a web programmer for financial applications in Oslo, Norway before his move to the City of London where he has worked ever since.
He worked for UBS for six years supporting and developing Risk applications, then RBS for two years working in Rates Derivatives as an infrastructure developer. In 2006, he completed the Certificate in Quantitative Finance and shortly after joined Merrill Lynch as a front-office quantitative developer in Commodities. He enjoys studying, and completed a part-time Mathematics degree with the Open University in 2007. He has various interests such as the oriental game Go, astronomy and philately. He has a keen interest in the ACCU and has been a member since 2004, serving as publicity officer for the last year.