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.