Curriculum Vitae

MARTIN WILLIAM BAXTER

CURRENT EMPLOYMENT

Analyst, Fixed Income Quant Group, Nomura International, London

Responsible for all mathematical modelling and pricing of derivatives across the fixed-income, credit and foreign exchange markets. Has played a primary role in developing a comprehensive and leading-edge worldwide derivative risk management system for Nomura which now has over 500 users in front, middle and back offices. Also played a significant role in setting up Nomura Derivative Products Inc, Nomura's Triple A vehicle for derivative trades.

SKILLS

Has a very deep knowledge and understanding of the mathematical modelling and pricing of derivatives. As a professional mathematician, specialising in probability and stochastic processes, he brings an unrivalled base of relevant knowledge to bear on practical and theoretical market problems. With twelve years experience of mathematical finance, and nine of those in the front-line of the industry, he has a wide experience of a wide variety of market trade types and their pricing and risk management.

Maths skills: Stochastic processes, interest-rate and credit modelling, practical implementation of models with fast prices and risk measures.

Computer skills: C++ programming, plus experience of Fortran, Pascal, C, and Excel VBA.

EMPLOYMENT

EDUCATION

AWARDS AND DISTINCTIONS

OTHER WORK

TEACHING

PUBLICATIONS


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