Stuart Gordon Reid

Johannesburg Area, South Africa South Africa

Quantitative Analyst, Computer Scientist, Artificial Intelligence Researcher, and Financial Blogger

Finance / Banking / Insurance

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...