About me
I am a computational researcher and a research software engineer: I like to follow software development best practices where appropriate. My PhD is about “irregular” parallel computing on GPUs, using CUDA, C++ and Python to numerically solve partial differential equations on adaptive meshes for tsunami modelling. I am a GPU computing/CUDA specialist.
Before my PhD, I worked in venture capital, but I did some quant finance projects there too – about webscraping, “fat-tailed” option pricing and algorithmic backtesting. My current goal is to learn data analysis, with a very long-term aim of exploring some of the topics in “Statistical Consequences of Fat Tails”.
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