My name is Lorenz and I’m the proprietor. Check out my LinkedIn profile.
I completed a PhD in pure mathematics, and then spent several years as a university lecturer teaching advanced maths course and doing research. I even spent some time in China at the Beijing International Centre for Mathematical Research. I subsequently left academia to pursue a career in the finance industry as a quantitative analyst. My quant experience is very broad, including
- Heavy-tailed risk modelling
- Pricing models for exotic derivatives, fixed income products and model validation
- Market risk systems
- Model validation
- Backtesting and optimizing trading strategies, and applying machine learning to find signals in trading data.
- Algorithm development in languages like Python and C++.
- Almost any advanced quantitative research project you can think of.
I’m currently based in Sydney, Australia.
I’m also a keen classical pianist with a focus on the piano concertos and sonatas of late romantic Russian composers such as Rachmaninoff, Scriabin and Medtner. I also like late Beethoven and a little Chopin. Check out some of my piano playing on youtube.
Or, check out my blog on pure mathematics research.
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Australian business number: 44 193 072 870 – ABN Lookup