Jun 2021 – Oct 2022 · 1 yr 4 mos · New York, New York, United States

• Engineering Manager with the AI Productivity team, building CI/CD tooling for ML models, enabling multiple ML engineers to make changes to a model concurrently.

Apr 2002 – Dec 2014 · 12 yrs 8 mos

• I worked in New York, London and Chicago for BAML in a variety of roles. In my last role at BAML I was responsible for the development of the bank's strategic Credit Risk system. Prior to that I was Global Head of CVA Technology, managing multiple teams building out technology solutions for the CVA desk.
• Before that I was part of a small team of senior developers and architects building Quartz, the next generation cross-asset front-office trading and risk platform for the bank, using Python and C++.
• Previous roles include Global Rates Technology architect, responsible for defining technology strategy and architectural vision for the Global Rates business. Additionally responsible for co-ordinating the architectural direction of a number of key Derivatives Risk Systems within BofA as well as our Global Grid Computing Infrastructure. In my first role at BofA, I was a principal designer and implementor of the bank's Credit Derivatives Risk Management system.

Jan 2002 – Apr 2002 · 3 mos

• I didn't stay here long - met a few interesting and, it has to be said, very clever people! I didn't actually do anything much though - and three months of not doing anything was about all I could take.

Jun 2000 – Dec 2001 · 1 yr 6 mos

• One of the first to join and one of the last to leave this ill-fated JPMorgan spinoff of its Derivatives Technology systems. It was an interesting ride and fun while it lasted, getting to see a company go through the startup phase brainstorming ideas for the new company's name through past the fire-sale where we sold off the physical and intellectual assets.

Oct 1994 – Jun 2000 · 5 yrs 8 mos

• Worked through a variety of roles at JPMorgan in both London and New York, mainly on Kapital, their Exotic (and later Flow) Interest Rate Derivatives System. Kapital was written in Smalltalk, which I loved. I learned what OOP was really all about while working on Kapital.

Sep 1992 – Oct 1994 · 2 yrs 1 mo

• Worked for a friend of mine from University developing automated trading strategies for the FX spot market. This friend's father conveniently owned an offshore bank with access to the Interbank market. Great experience, lots of fun, didn't make any money.

Sep 1991 – Sep 1992 · 1 yr

• First job out of university working in a converted barn in the Buckinghamshire countryside for a maker of Token Ring adapter cards. Got given a book on C++ and another one on Windows (3.0) programming on my first day which set the trajectory for much of my career.