Member for 7 years
Last seen more than 6 years ago
Johannesburg, South Africa
I am a Quantitative Analyst working in the Balance Sheet Management (BSM) department of Old Mutual Emerging Markets in South Africa. My specialty is building models of investment products which contain embedded derivatives. These models are then used for hedging purposes.
When I'm not working I am studying. I am currently pursuing a Masters degree in Computer Science. My research focus is applications of Machine Learning to the Global Asset Allocation problem. I am simultaneously pursuing the Chartered Financial Analyst (CFA) designation. My plan is to have completed both my Masters degree and obtained the CFA charted by 2018.
In my spare time I love technical writing and researching. I post long form articles about my research every other month on my blog which can be found at www.stuartreid.co.za. These articles usually discuss either Computational Finance, Artificial Intelligence, or Algorithmic Trading. In the long term my ambition is to manage my own Quantitatively driven Value Investment Fund.