Robert McGowan
Project Manager, Scrum Master & Front-office Sme @Credit Suisse
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WORK HISTORY
Project Manager, Scrum Master & Front-office Sme @Credit Suisse
London, GB
Hands-on Project Manager, Scrum Master & Front-office SME for Market Repricing Program, delivering model enhancements in python to estimate outflow of Collateral (variation margin) under market stress scenarios- Sourcing high-quality OTC & ETD trade facts, collateral and flight-to-quality stressed valuation scenarios from authoritative data sources, removing reliance on legacy data & optimizing model accuracy - Supporting build-out to enable liquidity quants to directly implement models in a dedicated python platform
EDUCATION
CQF Institute
Certificate in Quantitative Finance
University of Glasgow
BSc., Physics
University of the West of Scotland
Postgraduate Diploma, Information Technology
ABOUT ROBERT MCGOWAN
Robert is an experienced, hands-on, technical delivery manager, with 25+ years of experience in finance and a thorough grounding in Quantitative & Analytical methods, Machine Learning techniques and Data Science. With a strong technical background in designing, building, managing and owning IT platforms, Robert brings the ability to understand and articulate business requirements and priorities, delivering timely solutions that provide real business benefit. Robert is skilled in leading distributed global teams up to around 35 staff, delivering on complex multi-year IT programs of work and aligning strategy to business need. Oracle RDBMS | Python 3.x, scikit-learn, TensorFlow, keras | C++| C#.Net | Unix/Linux/Windows platforms. Currently enrolled in Certificate in Quantitative Finance, anticipating completion early 2023, covering- Portfolio Optimisation, CAPM; VaR & Expected Shortfall; Volatility Modelling (ARCH/GARCH); IM/VM - Discrete & Continuous-Time pricing methods; Itô Calculus; Black-Scholes PDE and closed-form solutions; Pricing via probabilistic & PDE approaches; Greeks; Exotic and Path-Dependent Options - Numerical Methods - Monte Carlo, Finite Difference - Development in Python 3.x, pandas. Machine Learning using scikit-learning, TensorFlow/Keras
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