I attended school in South London before
graduating in economics and accounting (Bristol University, 1979) and then
operational research (at LSE, 1980). After a year writing computer software for
an oil company, I joined a stockbroking business in 1981 to apply quantitative
methods to financial valuation and risk management problems. The timely arrival
of PC technology opened up the opportunity to analyse a wide array of financial valuation and risk management problems in new ways. Between 1981 and 1995 I worked in a variety of
analytical and management roles in insurance, investment banking and asset
management. All involved using quantitative methods in finance. In 1995, I co-founded Barrie & Hibbert based in Edinburgh. The initial objective of the business was to deliver written research to show practitioners how to use models and theory to address a range of problems in asset management, product design and the long-term savings sector. From 2003 I led the development of the ‘Economic Scenario Generator’ software business as well as continuing research and advisory work for clients and worldwide financial regulators. I have contributed to Barrie & Hibbert’s considerable library of research material as well as journals and other industry publications. I now work as an independent financial consultant as well as pursuing a number of activities in the charitable sector. In 2008, I was appointed an Honorary Professor at Heriot Watt University and in 2013 I was awarded an Honorary Fellowship by the Institute and Faculty of Actuaries. |  |