Stuart has three years of experience working as a quantitative analyst in the financial services industry. During this time he has focused on bridging the gap between computer science, in particular Artificial Intelligence, and traditional mathematical finance models used by the industry.
He started his career in 2013 as a junior management consultant at KPMG. Whilst in the Management Consulting practice he worked primarily on audit and assurance projects in South African banks.
In 2014, Stuart was promoted to quantitative analyst in the Financial Risk Management practice at KPMG. As a quantitative analyst Stuart developed pricing models for complex derivatives in VBA. He also assisted clients with the configuration of their trading systems to trade fixed income and derivatives securities.
At the end of 2014, Stuart joined Old Mutual’s Balance Sheet Management team. At Old Mutual Stuart worked on developing pricing models and hedging strategies for their investment guarantee reserves. These models were developed using various languages including C#, C++, and Scheme.
In 2015, Stuart joined NMRQL as their Quantitative Strategist. In this role he is responsible for the development and implementation of new quantitative trading strategies. These strategies employ state of the art machine learning methods and are developed using a combination of open source technologies.
Stuart holds an undergraduate and honours degree in Computer Science from the University of Pretoria. The focus of his honours degree was using computational intelligence to solve robust portfolio optimization problems. He is currently pursuing a Masters degree in Computer Science and is affiliated with the Computational Intelligence Research Group (CIRG) at the University of Pretoria.
In his limited spare time, Stuart likes to read books, develop open-source financial modelling systems in Python, and publish long-form research articles on his website, TuringFinance.com.