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 set up a team to build full stack systems for cross-asset market analysis, trade design, portfolio risk management and pricing for some of the top names in the asset-management industry.
In my spare time I run the Full Stack Quants community (see www.fullstackquants.org), giving regular talks at Code Node (London’s premier IT conference venue) on topics across the whole of the tech spectrum.
Here is my LinkedIn profile: http://www.linkedin.com/in/roberthardyuk