After finishing my master’s in Computational Finance, I wasn’t quite sure what direction to take. I ended up specializing in Fixed Income pretty quickly. Since 2009, my focus has been on Relative Value hedge funds, two of which I have designed all IT systems for, from the ground up. Risk and Pricing in C++, exposed to Excel via add-ins, with web-based applications for front, middle and back office. I have managed small teams, delivering outsized results via application of quick releases and tight iterations. I have extensive experience using Perl for data processing scripts, and as a web server back-end. Currently in the process of transitioning from Perl to Python.