(MA Cantab, MSc DPhil Oxon), Actuary (FFA 1977), Investment Banker
(1982 – 2002) and independent consultant (2003 - present).
has over 30 years experience in finance, as a front office quant,
trader, fund manager, in systems development and in risk management. He
moved into credit
derivatives in 1997 at Nomura International to develop their credit
derivative analytics and manage a book of callable asset swaps.
Subsequently at ABN AMRO in London Geoff
managed the development of the front-to-back credit derivatives
system used by the bank internationally, managed the approval process
for credit derivatives generally, and ran the exotic credit
derivatives trading desk.
has worked as a credit derivatives and life settlement consultant since 2003. Projects
have included expert witness work, model validation, independent
valuation of credit and life settlement structures, training (to front and middle office), and bespoke systems
development. Clients have included legal firms, investment bank risk
management departments, trading desks, hedge funds, a derivative
exchange and fund managers.
Geoff has been an active member of the Faculty of Actuaries Fixed
Income group and was emeritus professor at the University of Waterloo,
Ontario, from 1987 to 1999.