I am an FX and Inflation Desk Strategy Quant at Barclays Investment Bank and I provide quantitative support to the trading and structuring desks. I collaborate closely with the business to develop pricing models, quantitative strategies and analytic tools to help price and risk manage large derivatives positions and generate revenue.
My ambition is to drive business through technology and use technology to make a positive impact on society. My ambition drew me to the Cambridge MBA programme, through which I am improving my business knowledge, exploring business ideas with like-minded people and seeking opportunities to form future partnerships.
In today’s world, women are under-represented in technology roles. As a female Quant in a highly competitive industry I believe I am a role model for girls and women who aspire to make a contribution to technology. I have been actively involved in events such as the leadership training event organised by Barclays and Cambridge to help women succeed. I constantly look for opportunities to influence technology and business. To inspire the next generation of technologists in banking I taught school students financial mathematics as part of a Barclays initiative. I teach students from the Arnhem Wharf Primary School programming as part of the Coding Club. In the 2017 Barclays Micro-Tyco Challenge, my team of five won the first place to raise funds for WildHearts, a charity that helps in-need entrepreneurs in impoverished countries develop their businesses. The team turned a £1 seed capital into £9000 in one month and was selected to present the business idea to Jes Staley, the CEO of Barclays. I am passionate about participating in events that connect people and support women in technology.
I hold a PhD degree in Applied Mathematics. During my studies I was awarded several scholarships for outstanding academic and research work (SIYUAN Scholarship in China, IAESTE Scholarship in Austria, EGIDE and INRIA scholarships in France and recently a Cambridge Bursary in the UK). My team of four won the first place and an award of £4000 (sponsored by Ericsson) for the creative mobile application we developed for the Excitera Charon Competition.
I have significant experience in delivering mathematical models and quantitative analysis tools for projects across a range of fields. These projects involved application of advanced mathematics, computer science, software engineering and programming. My contributions include:
- The creation of a pedestrian flow model for the Austrian National Institute to drive the design of Vienna’s main train station and improve people’s daily commute.
- The creation of a model to simulate the interaction between crop harvesting and the environment sponsored by INRIA (the French National Institute for research in computer science and control) which helped increase crop yield while better caring for the environment.
- The development of a high performance computing tool to simulate the impact of agricultural chemicals on crop yields for the leading agriculture company Syngenta. The tool was used to apply large scale data analysis across the whole of the US and drive business decision making.