Orangepeel

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A new site a new day

Welcome to the new and improved orangepeel site. I will try and keep this up to date with various interesting projects I am involed in...

Elevens Card Game

Elevens so much fun but how to work out the odds. Checkout this little javascript bot link which plays the game for you...

Multi Code Image Reader

An C# application which uses Multi-Threaded implementation of zxing & IEC16022Sharp to read most Bar Codes & QR Codes. Download the app here (to use just drag the image onto the command window in Windows) or get the source here.

Online Mobile RWA Calculator

An HTML & Javascript application which uses the BIPRU 4.4 documentation to implement risk weight calculations. Also I am using Jquery mobile. To see the site just click here.

Crazy Clock

Having grown up all over the world when I was a child (Japan, Oman, Israel, Germany etc...) I have learnt to respect many different cultures really enjoy visiting new cultures. Rather than have a load of boring text all about the places I have visited I thought some videos and slideshows would do it more justice.

Education

AMCT: Diploma-Associate Membership of Corporate Treasurers (2010); Distinction-Certificate of Risk Management (2010); Distinction-Certificate of Financial Mathematics & Modelling (2009); Pass-Certificate of International Treasury Management (2009)

ImperialCollegeLondon: 1st Class Hons MSci Physics ARCS (2007)

A-Level: Extension Merit-Advanced Extension Level Physics (2003); A-Physics and Mathematics (2003); B-Chemistry (2003)

Professional Experience

April 2011 - Current: Barclays - Portfolio Optimisation

Achievements:: Built a valuation model for a £15bn book held at fair value known as CHET.; Improved Risk Weighted Assets (RWA) calculation process to allow for Weighted Average Life (WAL) generating approx £3.6m of additional revenue potential for Barclays.; Produced concise senior management holistic risk metrics pack for CHET.; Self taught derivative valuation techniques and risk hedging approaches.
Responsibilities:: Solely responsible for producing a balance sheet, P&L and cash flow for the CHET book along with delta, gamma and cross gamma explain components for interest rates etc.; Run the RWA WAL adjustment each month.; Mentor/line manage a graduate and support my line manager with data and analysis work.; Monitor and value long term fixed rate lending in Barclays Corporate greater than £10m.

Jul 2008 – April 2011: Barclays Corporate Bank - Quantitative Analyst

Achievements:: First in my graduate intake to be offered promotion to a permanent position in Barclays.; Implemented online Risk Weighted Assets (RWA) regulatory capital calculator.; Implemented full multi-lingual online pricing tool facility analyser.; Built an online Dashboard allowing senior management to graphically drill through corporate book and view pertinent risk metrics.; Self taught myself how to setup APACHE web servers, program/design aspx websites.
Responsibilities:: Accountable for every aspect of the Quantitative Analytics team online tools.; Automation and coding of Quantitative Analytics functions.; Run inductions for new team members.

Sep 2007 - Jul 2008: Barclays graduate scheme – Graduate Relationship Support Manager

Achievements:: Built relationships with large media customers and managed their day to day banking needs.; Organised the call of a sale and leaseback (S&L) book with a nominal value of over £1bn.
Responsibilities:: Liaising with internal/external lawyers and calculating SWAP values for S&L book.; Managing customers expectations and delivering first class customer service.

Sep 2006 – May 2007 University Final Year Project

Achievements:: Programmed and wrote my MSci thesis on Dusty Plasma physics simulations; Built up my computational and analytical skills; Learnt how to convey my findings using custom designed computer graphics in openGL; Presenting my findings to peers

Jul 2006 – Sep 2006: Internship for Barclays Bank - Premier Bank Southern Placement

Achievements:: Created a customer satisfaction Excel database.; Built spreadsheet product placement maps for all 88 relationship managers; Build automated target spreadsheets for management; Consistently exceeded targets and expanded original remits where appropriate

Jul-Aug 2002 and 2003: Imperial College London – Summer Researcher

Improved my analytical skills through researching potential hydro electrical sites.

Led a team of 5 prioritising and planning goals & gave a successful presentation of findings

Presented findings to two FTSE 350 CEO’s.

Interests, Hobbies and Sports Pursuits

Skiing
Travelling
Travelling
Technology, Entertainment and Design aka TED
Reading
Film and cinema

Degree Course

Physics Masters MSci 1st Class Honours. During this course I learnt how to analyse data qualitatively, write concise scientific reports on my findings and solve problems using my acquired analytical skills. C++ programming in my third year was part of a computational physics course also covering how to give PowerPoint presentations. I participated in group projects, sharing the work load and presenting as a team. My specialities cover computational, device, space and communications physics.

Profile

Always keen to learn new concepts and ideas. Able to self teach as well as learn from and emulate more experienced colleagues.
Creative in presenting information to a wide variety of audiences and able to convey complex analysis in a clear and concise manner.
Able to rapidly disseminate information and draw conclusions utilising a rigorous analytical approach.
Enjoys numerical analysis of real world problems.
In depth applied .Net programming experience in C#, C++ & vb.net. Proficient in SQL, JavaScript and ASP.Net. Have also programmed in CUDA (massively paralleled code for NVidia graphics cards).
Team sports such as Rugby, 1st XV at school, have taught the value of team playing and how it contributes to success in competitive environments.
Highly proficient in Microsoft Office especially in Excel data analysis, VBA macro programming, web query data imports and mail merge applications.
Working knowledge of Economic Capital calculations, Risk Weighted Asset calculations, Counter Party Risk, Vasicek models & Black–Scholes model.

Contact details just use any QR scanner with the image below:

This section will mostly concentrate around my degree with a few minor asides. Please note that the videos only work in Chrome and Firefox at the moment...

You can download my MSci project thesis below:

Also you can download the app I made for my MSci.

Finally I thought I would share my first and only attempt at making 3D video using Terragen, DEM files, Virtual Dub etc. If you have a compatable browser the video should appear below. I did this during my first term at Uni back in 2003. Enjoy!