I am a Principal Consultant in the Quant Services division of LSEG, where I partner with tier-one investment banks, hedge funds, and risk technology teams to design, validate, and implement quantitative models for counterparty credit risk and derivative pricing. My work spans CVA, DVA, FVA, and PFE model validation, regulatory compliance with frameworks such as SS1/23 and FRTB, and the deployment of open-source risk infrastructure using the Open Source Risk Engine (ORE).

I hold a PhD in Applied Mathematics from the University of Limerick, where my research focused on describing the dynamics of complex systems (such as online social networks and popularity dynamics) using mathematical modelling and large-scale data analysis. This background in applied statistics and network science now informs my approach to building robust, mathematically rigorous financial risk analytics.

My technical toolkit includes Python (NumPy, SciPy, pandas, QuantLib Python), C++ for performance-critical pricing components, and R for statistical analysis and diagnostics. I also regularly contribute to LSEG’s Ahead of the Curve podcast series, discussing ORE developments, model risk regulation, and the future of quantitative risk management.

News

• July 5th, 2026: Joined the latest episode of LSEG’s Ahead of the Curve podcast alongside Xabier Anduaga and Stuart Smith to discuss the real-world impact and future of Agentic AI in quantitative risk management. Listen & Watch.
• November 2025: Attended and supported our APAC team’s ORE & Risk Analytics Lab event in Tokyo, which gathered Japanese market participants and risk professionals from leading financial institutions for an afternoon focusing on CVA frameworks, customized risk models, and capital efficiency.
• January 2025: Featured on LSEG’s Ahead of the Curve podcast alongside Scott Sobolewski and Xabier Anduaga to discuss the UK model risk regulatory landscape (such as SS1/23), open-source ORE tools, and the Risk Analytics Lab. Listen & Watch.
• December 2024: Joined the Ahead of the Curve: 2024 Year in Review podcast episode alongside Scott Sobolewski and Roland Stamm to reflect on key ORE developments in 2024 (including PFE, XVA, and market risk sensitivities) and a look ahead to 2025. Watch | Listen
• July 2024: Joined Roland Stamm on the Ahead of the Curve podcast to discuss counterparty credit risk using ORE, with a focus on backtesting for future risk factors, Bank of England developments, and post-2022 market scrutiny. Watch | Listen
• March 2024: Published LSEG white paper Backtesting Future Risk Factors Case Study, demonstrating methodologies to validate credit exposure models against realized market metrics. Read Case Study
• July 28th, 2022: Featured in the This Working Life column in the Irish Independent where I spoke about a day in the life of a data focused Quantitative Analyst.
• May 2nd, 2022: Delighted to have made my TV debut on Brainstorm where I explained how applied mathematics and data science can be applied to ranking competitors in the sport of snooker! (18:01).
• April 26th, 2022: Interviewed on the radio show Game On from RTE 2FM to discuss the ongoing Snooker World Championship and how mathematics can help us rank the competing players (1:37:44 onwards).
• February 19th, 2022: My first R package spRingsteen has been published on CRAN, providing a range of datasets describing the career of Bruce Springsteen in a tidy format for data analysis.
• January 26th, 2022: Gave an invited seminar to the Royal Statistical Society (Northern Ireland branch) on some of our recent work on using data-driven complexity science to understand the popularity of online content.
• November 22nd, 2021: Delighted to see some of our work on Covid-19 modelling published in a special issue on ‘Data science approaches to infectious disease surveillance’ in Philosophical Transactions of the Royal Society A Link | Preprint.
• October 22nd, 2021: Just out in Physical Review Research: Our work on Herbert Simon’s classical random-copying model and extensions to incorporate memory effects. Link.
• May 14th, 2021: New in Physical Review Research - we take a deep dive into the emrgence of leader nodes across a large collection of empirical networks (open access). Link.
• May 3rd, 2021: I was invited to write a blog for Oxford University Press on our recent work where we applied complex networks theory alongside data science techniques to the problem of ranking within the sport of snooker. Link.
• March 4th, 2021: Our work on Fantasy Premier League has just been published in PLOS ONE, with some media coverage including New Scientist, The Times (London), The Daily Star, Today FM (radio interview), The Irish Examiner, The Irish Times, Irish Independent, Limerick Leader, Limerick Post, and Offaly Express. Link | arXiv.
• February 4th, 2021: If you’ve ever wondered about webscraping in R or the secrets to success in Fantasy Premier League (or both!) then check out this invited webinar I gave for the WhyR? foundation. Slides | Video
• December 4th, 2020: Received a prize for best speaker at the 7th SIAM Irish Student Chapter Conference where I presented our work on ranking within complex systems. Slides | Video
• September 10th, 2020: Our work on FPL has been featured in New Scientist.