David Wilkinson is currently the Executive Director at UBS, where they lead the Modelling and Data Engineering team, overseeing the quantitative library for the Wealth Management Platform International. Prior to this role, they served as a Director at Credit Suisse for two decades, specializing in equity derivatives as a quant developer. During their tenure, they made significant advancements, including the development of a core Monte Carlo engine optimized for GPU/AVX acceleration, contributing to substantial cost savings. David holds an MMath in Mathematics with Distinction from the University of Cambridge, completed in 2001.
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