Peter is Australia’s pre-eminent Quant, currently with Factset USA. He has held positions as both a quantitative analyst and trader across Asia, Australia and North America, specialising in structured and hybrid derivatives within fixed income. Current research interests centre on applying machine learning to financial time series to identify price dislocations and market inefficiencies.
Formerly Head of Correlation Trading at DBS Bank. More than twenty two years experience trading North American, European and Asian CDS, bonds and tranches. Managed the name by name exposures through the single name CDS markets. Traded in excess of USD 5 BN in single name equivalents annually. Oversaw all client-side book running from FTDs to single tranche CDOs as well as other structures such as risky zeros. Traded proprietarily into the London and New York markets. Heavily involved in the quantitative development of the desk.
Holds first class honours in Mathematics from UNSW University, his Ph.D. was conferred by the University of Sydney.