About Robert Hardy

Welcome to my Blog!

Here you’ll find my various articles and thoughts on topics from mathematics, finance, trading, computing, languages, calculating, computing and education.

A little bit about me: after completing my undergraduate degree in Pure Mathematics at the University of Bath, I did my masters degree at Trinity College, Cambridge. And that’s where the ‘standard CV’ ended for me, as I next zipped off to art college for one year to study painting and contemporary ceramics, then followed that with 3 years living in Rome teaching English (and learning Italian).

Coming back to the UK in 2000, I completed my PhD in Probability Theory and then left the world of academia to become a trader in fixed-income exotic derivatives at Barclays Capital; later I moved to work as a quant in the top-ranking team at BNP Paribas, specializing in exotics rates models and inflation modelling (pricing and risk management). A couple of years ago I was asked to join the BNPP front-office team as an inflation structurer, and one year later I was heading up the inflation structuring team at Credit Suisse.

After a short and happy stint back in the quant hot seat at VTB Capital, I was asked to join PrismFP as Head of Quantitative Research, where I am now working to build systems for cross-asset market analysis, trade design, portfolio risk management and pricing for some of the top names in the asset-management industry.

Here is my LinkedIn profile: http://www.linkedin.com/in/roberthardyuk

10 Responses to “About Robert Hardy”

  1. schoolthought Says:

    That’s an incredible journey. As a recent graduate working I hope I am able to gather the courage to truly depart from the beaten path and still reach a destination

    • Robert Says:

      Thanks for the kind comment.
      By a strange coincidence, I just opened my Bloomberg terminal and see that today’s inspiration quotation is:

      “Life is a risk.”
      Diane Von Furstenburg

      Beats me how Diane Von Furstenburg (who is a dress maker, by the way) managed to convince Bloomberg that this phrase should be attributed to her.
      That’s great marketing.

  2. JML Says:

    Hello and Happy New Year!

    I did not know you had a blog! I’ll be coming here more often to find useful information then… :-)

    • Robert Says:

      Thx JML.
      It’s a pleasure to see that the blog is so popular — there have been more than 1,200 views already, and I only started publishing in December!

  3. Alex Says:

    This blog is really helpful in explaning things in a simple, clear yet totally concise way! Would you happen to know about issuances and how it affects the swap market before, during and after an issuance?

    • Robert Says:

      Thanks Alex, appreciate the compliments.
      I am in the process of writing up a post on auctions and issuances, will publish it asap.

  4. Joe McClean Says:

    Dear Robert,
    I have a proof that “may” be the proof that Fermat used to prove his last theorem. If I emailed it to you would you take a look at it?

    Best regards,

    Joe McClean

    • Robert Says:

      Would love to see it. Please send me your email address in a comment (I will not publish it to this site), and I will email you back.

  5. JAY Says:

    Hi Robert, When you say more receiving in swaps does that mean receiving fixed? and when more paying in swaps float?

    spread tightens = bonds cheapening or more receiving in swaps,

    spread widens = bonds rallying or more paying in swaps.

    • Robert Says:

      More receiving in swaps does mean receiving fixed — swaps language ‘pay’ or ‘receive’ always refers to the fixed-rate leg.

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s


Follow

Get every new post delivered to your Inbox.

Join 58 other followers

%d bloggers like this: