About Robert Hardy
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