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.
Now I am back in the quant hot seat at VTB Capital, where I am a Senior Quant with reponsibilities for developing and maintaining all systems needed by the trading teams for pricing and risk management.
Here is my LinkedIn profile: http://www.linkedin.com/in/roberthardyuk
January 24, 2012 at 11:20 pm |
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
January 25, 2012 at 7:50 am |
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.
January 27, 2012 at 11:39 pm |
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…
January 28, 2012 at 10:06 am |
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!
March 25, 2012 at 5:59 pm |
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?
March 27, 2012 at 4:09 pm |
Thanks Alex, appreciate the compliments.
I am in the process of writing up a post on auctions and issuances, will publish it asap.
January 25, 2013 at 8:15 am |
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
January 25, 2013 at 4:07 pm |
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.