Summary
Gerald Candy is a Risk Strategist and C++-focused quantitative developer with 10 years’ experience building financial risk and XVA systems for major institutions including Vitol, Citi, and SMBC Nikko. With a Master’s in Applied Mathematics from Imperial College, he blends rigorous math with hands-on Linux and low-level C++ engineering—earlier work includes hardware drivers for Linux-based betting terminals and geometric algorithms for simulation. He has a strong interest in Boost and performance-conscious design, applying that to equity derivatives pricing and firm-wide risk tooling. Comfortable both in production risk operations and deep implementation detail, he often bridges quant models and robust engineering to deliver auditable, high-performance systems.
10 years of coding experience
10 years of employment as a software developer
Master's Degree, Applied Mathematics, Master's Degree, Applied Mathematics at Imperial College London
Bachelor of Science (BSc), Mathematics, Bachelor of Science (BSc), Mathematics at University of Brighton