Personal Information
Organization / Workplace
Johannesburg Area, South Africa South Africa
Occupation
Quantitative Analyst, Computer Scientist, Artificial Intelligence Researcher, and Financial Blogger
Industry
Finance / Banking / Insurance
Website
http://www.stuartreid.co.za/About
I am a Quantitative Analyst working in the Balance Sheet Management (BSM) department of Old Mutual Emerging Markets. Our specialty is building models of investment products which contain embedded derivatives. Our models are used primarily for hedging purposes.
I am currently pursuing a Masters degree in Computer Science. My research focus is applications of Machine Learning optimization techniques to the Global Asset Allocation problem. I am simultaneously pursuing the Chartered Financial Analyst (CFA) designation.
In my spare time I love technical writing and researching. I post long form articles about my research every other month on my blog which can be found at www.stuartreid.co.za...
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