Dominic O'kane
Nice, Provence-Alpes-Côte d'Azur, France
Summary
🤩
Rockstar🎓
Top SchoolDominic O'kane is a finance academic and former Wall Street quant with over a decade in academia and more than a decade in senior industry roles, culminating as MD and Head of Quant Research at Lehman Brothers. He combines deep expertise in derivative pricing, risk management and software implementation with a D.Phil. in theoretical physics from Oxford, where he applied statistical mechanics to machine learning. At EDHEC and previously at Oxford, Yale and LBS he teaches advanced derivatives, fixed income, ML, deep learning and practical C++/Python for finance, while also consulting and testifying on high-profile derivative disputes. His open-source contributions to FinancePy show hands-on coding in pricing and risk modules—fixing tests, improving FX option and CDS calculations, and adding implied-volatility tooling. Based in Nice, he also explores the intersection of climate change and financial markets, bringing a rare blend of academic rigor, production-grade coding and courtroom-proven expertise.
7 years of coding experience
10 years of employment as a software developer
D.Phil., Theoretical Physics, D.Phil., Theoretical Physics at University of OxfordB.Sc. (Hons) 1st, Physics, B.Sc. (Hons) 1st, Physics at Imperial College LondonA-Levels Physics, Chemistry, Maths, Further Maths (all A grades), A-Levels Physics, Chemistry, Maths, Further Maths (all A grades) at Saint Columb's College, Derry, Northern Ireland
english, french
Github Skills (7)
finance10
mathematical10
statistical-models10
python10
modeling10
numpy10
data-analysis9
Programming languages (5)
Github contributions (5)
domokane/FinancePy
Oct 2019 - Jan 2023
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
Role in this project:
Backend Developer & Data Scientist
Backend Developer & Data ScientistContributions:2 releases, 25 reviews, 579 commits in 3 years 3 months
Contributions summary:Dominic primarily focused on bug fixes and code improvements within the financepy library. Their contributions involved fixing test harnesses, re-organizing and renaming files, updating portfolio structures, and correcting calculations within the FX Vanilla option and CDS implementations. The code changes indicate work in data analysis, with the addition of option implied DBN to FXVolSurface and a focus on analytical formula for pricing bonds.
pythonrisknumbafinanceasset-allocation
domokane/Lehman-Publications
Mar 2022 - Oct 2022
Contributions:10 commits, 8 pushes in 7 months
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