I have a Bachelor's degree with Honours in Pure Mathematics and a PHD in Operations Research. I have been a Senior Lecturer/Associate Professor in Mathematics and Computational Finance at Australian and American Universities. I have used a wide variety of mathematical software including Mathematica, Matlab, Reduce, Macsyma, Theorist, Lisp and Derive, as well as the traditional programs Fortran and C. I have had PHD students in both Mathematics and Finance. I have done consulting in mathematical finance, computational finance, biostatistics and financial option evaluation. For the past 2&1/2 years I have been employed as a research director and programmer to design automated trading systems for private trading firms. My goal is to continue research into optimizing automated intraday trading programs.
Aug 2009 - Present
Finance Research Consultant
Sep 2007 - Aug 2009
Unetich Trading LLC
Mar 2007 - Sep 2007
2001 - 2007
Stuart Graduate School of Technology
Jan 2000 - Sep 2001
Senior Lecturer in Finance
School of Economics and Finance, University of Western Sydney, Australia
Mar 1986 - Dec 1999
Senior Lecturer in Mathematics
School of Mathematical Sciences, University of Western Sydney, Australia
Jan 1980 - Dec 1985
University of New South Wales
Jan 1977 - Dec 1977
University of Technology Sydney
Jan 1975 - Dec 1976
I was a Mathematics Tutor in the School of Mathematics and Statistics, Faculty of Science, University of Sydney. I taught honours Mathematics for undergraduate years 1 to 3.
Jan 1978 - Jul 1985
I was a PHD student at the University of NSW in Sydney, Australia. My thesis was on Queueing Theory and was concerned with the construction of general theorems for M/M/1 queues. It had applications to highway traffic control and processor allocation in computers.
Jan 1972 - Dec 1976
I was an honours Mathematics student in the School of Mathematics and Statistics, Faculty of Science, University of Sydney. My honours thesis was on Harmonic Analysis.