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Robert BakerRobert has coming up to 20 years commercial programming experience of which the last 13 have been in the financial sector, primarily as a quantitative developer sitting between traders, quants and programmers. He has been involved in credit derivatives for 10 years, working with Geoff Chaplin at ABN Amro. He has also worked at Barcap, UBS Warburg, Rabobank, Royal Bank of Scotland and at the hedge fund Solent Capital. At ABN Amro Robert built a full Front Office risk management system for credit products that also generated reports for other departments such as Credit Risk, Market Risk, Middle Office and general management. At Rabobank.he sat on the financial engineering desk working on a wide range of credit and fixed income products for trading and sales departments across the world. At Solent Capital he built a full trading system, a management system for Collateralised Debt Obligations and for Mortgage Back Securities encompassing all the activities of the hedge fund. In addition to development in all stages of the project life cycle for large and small systems, Robert has experience of project management and a wide range of knowledge of financial instruments from plain vanilla to complex exotics. Presently Robert is working both for CDO Software, a credit derivatives software supplier and, as a partner in Reoch Credit, he is working with Geoff Chaplin in the development of a suite of credit derivative libraries. Robert holds a MA in mathematics from the University of Oxford. Robert can be contacted as follows: UK mobile: +44(0) 7788 907620 |
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