Jonathan Ellse

Jonathan Ellse is a highly skilled investment quant with experience in quantitative research and analysis within the finance and transport sectors. Since September 2021, Jonathan has contributed to Rokos Capital Management, specializing in investment strategies. Prior to that, from October 2019 to September 2021, Jonathan served as an Associate in Quantitative Research at Nomura, focusing on credit derivatives and regulatory capital models, alongside C++ development for pricing models. Jonathan's earlier roles include Senior Analyst at High Speed Two (HS2) Ltd, leading passenger demand forecasting models, and Transport Planner at SNC-Lavalin Atkins, specializing in rail franchise revenue modeling. Jonathan is an alumnus of the University of Cambridge, holding both a Master of Mathematics and a Bachelor of Arts in Mathematics, and has a noteworthy background as an Organ Scholar, directing college choirs and international tours.