Angus MacCuish, CQF, possesses extensive experience in quantitative development and analysis, primarily within the finance sector. Notable roles include a Java/Python/ActivePivot Quantitative Developer at NOMURA INTERNATIONAL PLC, focusing on Basel III, Market Risk, and the Fundamental Review of the Trading Book (FRTB), as well as recent positions at HSBC, where current responsibilities include Global Risk Analytics and market risk regulatory reporting. Angus has also worked as a Java Application Specialist at Abbey National Finance Investment Services, a Java Developer at numerous organizations, and a Senior Scala Consultant at Morgan Stanley, developing systems for Equity Swaps. Educational qualifications include an MSc in Mathematics from The Open University and a Certificate in Quantitative Finance with distinction from Fitch/7City, alongside multiple degrees in Physics and Computer Science from The University of Edinburgh.
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