Ian Gregory, PhD(Math)
Data ScientistEducation
20102006
Ph.D.(Mathematics)
Sydney University Sydney, Australia.Thesis title: “Large scale simulations in mathematical finance, with application to asymptotic statistics, pairs trading and CPPI”. Advisor: Professor Oliver Ewald.
20012000
Master of Quantitative Finance
Curtin University Perth, Australia.
20001997
BSc(Physics)
Curtin University Perth, Australia.Experiences
20182016
Data Scientist, Trader
SBI Securities Tokyo, Japan.- Created a brand new quantitative trading division.
- Applied latest programming and mathematical analysis.
20162014
Data Scientist
Bloomberg Sydney, Hong Kong, Singapore, Tokyo.- Analyse Bloomberg data for clients.
20132012
Data Scientist
ANZ Bank Sydney, Singapore.- High profile project reporting to the board of directors to alter the balance sheet and general ledger through data gathering, analysis and programming.
20082006
Data Scientist
Credit Suisse Sydney, Australia.- High profile project replacing the backoffice system.
20082006
Data Scientist
Perpetual Sydney, Australia.- Started a new structured products division.
- High profile project reporting to board of directors.
20062004
Data Scientist & Trader
Macquarie Bank Sydney, New York, Tokyo.- Started a quantitative trading division using the latest mathematical techniques.
20042002
Data Scientist & Trader
ABN AMRO Sydney, Australia.- Started a quantitative trading division using the latest mathematical techniques.
Example Projects
Support Vector Machines from Scratch
https://github.com/DrIanGregory/MachineLearning-SupportVectorMachines- My Github project where I implement Support Vector Machines from scratch in Python.
Logistic Regression from Scratch
https://github.com/DrIanGregory/MachineLearning-LogisticRegressionWithGradientDescentOrNewton- My Github project where I implement Logistic Regression from scratch in Python.