Nicholas

Nicholas Burgess specializes in electronic swaps trading, low latency pricing and risk analytics. He has written and published many quantitative and finance research papers and is well-qualified having read Financial Strategy at Saïd Business School, University of Oxford, Quant Finance at Henley Business School, University of Reading and Mathematics at the University of Manchester. 

He has managed Quant teams and worked on busy trading floors at investment banks and hedge funds including Citigroup, UBS, Credit Suisse, Bank of America, CQS Hedge Fund, Deutsche Bank, Commerzbank, Société Générale, ANZ, MUFG, Mizuho, HSBC and XP Investments. This provided the author with a wide breadth of experience in trading, pricing and risk management of interest rates, fixed income, equities, credit, commodities, FX, hybrids & exotics, inflation and XVA.