Started as a quantitative software supplier to hedge funds in 1996 including D.E. Shaw
and ED&F Man.
Was an early researcher in high frequency modeling in the FX and energy markets.
Developed one of the first currency carry strategy indices - the Foreign Exchange Yield
Investment Index (FXYI2) in 1998.
Authored several book chapters and research papers on the topic of quantitative finance
Over 22 years of Computer Science and Engineering experience.