ACCU London
Thursday 22nd May 2008, 19:00
David Carter-Hitchin: An introduction to Quantitative Development
We are pleased to announce the May 2008 ACCU London Meeting.
| Cost: | Free. Open to non-members. |
| Where: | 7city Learning, 4 Chiswell Street, London, EC1Y 4UP |
| Map: | http://www.7city.com/pdf/chiswell_street.pdf |
| Register: | Please register by e-mailing James Slaughter, slaughter@acm.org |
About the Talk
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.
Future Meetings
Thursday 19th June, 2008 : Visual Studio 2008 and .NET Framework V3.5
Thursday 17th July, 2008 : Jason McGuiness and Colin Egan, "The Challenges facing Libraries and Imperative Languages from Massively Parallel Architectures"
Past Meetings
Thursday 17th April, 2008 : Russel Winder, "Them threads, them threads, them useless threads – Recompiled"
Thursday 21st February, 2008 : Allan Kelly, "Agile Software Development - Where to begin?"
Thursday 17th January, 2008 : Roger Orr, "The Next C++ Standard"
Thursday 13th December, 2007 : ACCU Christmas Party
Thursday 15th November, 2007 : Peter Pilgrim, "Architectural Implications of Java EE 5.0"
Thursday 18th October, 2007 : Schalk Cronje, "Bad Smells In Killer Apps"
Thursday 20th September, 2007 : Pete Goodliffe, "Code Monkeys"
Thursday 19th July, 2007 : Aviv Handler, "Product Managers - What do they do and how can I work with them?"
Thursday 24th May, 2007 : Dietmar Kuehl, "C++ TR1"
Thursday 22nd March, 2007 : Stefano Cicu, "Recruitment Agencies"
Thursday 22nd February, 2007 : Russel Winder, "C++: Why bother?"
Wednesday 1st November, 2006 : Kevlin Henney, "A Critical View of C++ Practices"