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 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.

I am now at GLG Partners working on web applications to help the PMs manage their books with factor models. I work daily with Python, databases, JavaScript and Elm.

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

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.

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