About
Fifteen years of teaching, a career in quantitative finance, and an unreasonable attachment to differential geometry.
Background
An MBA from London Business School, specialising in quantitative finance. A master's in computer science from Oxford. A master's in financial engineering. A career in quantitative finance as a developer and as a researcher.
I work as an HFT (high-frequency trading) quant full time, and tutor part-time because I genuinely enjoy it.
I did research at the intersection of algebraic topology, category theory, stochastic calculus and theoretical computer science. I have done research in order book modelling and high-frequency trading. Published academic work, which is an unusual thing to keep up once you have a job that pays properly. I kept it up because I like it.
The MBA taught me a second language: how the people who decide these things actually think, and how little of it resembles what candidates assume. It is the reason I can be useful on an application rather than only on the mathematics.
I now interview for the school. I assess MBA and Executive MBA applicants and run alumni interviews, which is an unusual thing for someone doing this work to be doing, and it changes what I can tell you. When I say a particular answer will not land, I am not guessing from the outside. I have watched it not land.
The teaching is not something I fell into. Fifteen years of it, because I enjoy it more than almost anything else I do, and because the moment when something genuinely difficult becomes obvious to someone is a good moment to be present for. Most people who could do this work well are too busy doing something else.
I work with a small number of clients at a time. That is what the work requires when one person does all of it, and one person does all of it.
British and American · working remotely, worldwide
The record
- MBA — London Business School, specialising in quantitative finance. MBA and EMBA admissions interviewer for the school.
- MSc Computer Science — University of Oxford
- MSc Financial Engineering
- High-frequency trading quant — full time; previously quantitative developer and quantitative researcher
- GMAT 99th percentile — achieved twice
- GRE 99th percentile — verbal and quantitative
- 15+ years teaching
- Published research — algebraic topology, category theory, stochastic calculus and theoretical computer science; order book modelling and high-frequency trading
Where the name comes from
A geodesic is the shortest path between two points on a curved surface. On a flat plane that is a straight line. On a sphere it is an arc, and it looks wrong until you understand the shape of the space you are moving through. It is the object I spent years working on in differential geometry, so the word was already familiar before it was a business.
Admissions and hiring are curved. The obvious route is rarely the efficient one. Almost all the wasted effort I see comes from candidates walking a straight line across a surface that is not flat: more practice papers when the problem is how they think in the first thirty seconds, more essay drafts when the problem is that the story is the wrong story, another six hundred brainteasers when the problem is what happens in the ninety seconds after they get stuck.
The work is knowing the shape well enough to find the actual path.
Partners is about how the work runs rather than how many people run it. There is one principal and there are no associates. But I do not take instructions and deliver a product; I argue with clients, tell them when they are wrong, and expect the same back. The engagements that succeed are the ones where that happens.