I am a Senior Software Consultant in the Capital Markets Group at Deloitte, a team of quants and tech specialists responsible for R&D of the firm's economic scenario generator (ESG) solution.

I have 4 years of professional experience in Financial Services, with software consulting experience spanning across the Banking, Insurance, and Capital Markets sectors. This includes multiple secondments as a Python developer for hyperexponential's insurance pricing platform, hx Renew. In October 2024, I became a certified Core Model Developer of the Renew platform. Through client engagements, I have gained first-hand experience in project management and stakeholder management, and regularly lead project workshops and provide mentorship to members of my team.

Outside of client work, I am a lead developer and researcher for the Deloitte ESG team. I regularly review and mentor junior developers, ensuring that clean, maintainable, and scalable code is produced in line with programming best practices. Currently, I am conducting research into the Hull-White one-factor interest rate model and its implementation in our ESG's C++ codebase.

I previously worked as a decision modelling analyst at Nationwide Building Society, and hold a first class Master's degree in Mathematics and quantitative research experience from the University of Oxford.