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