Jherek Healy
Consultant Advisor at Undisclosed
Ireland
Summary
👤
SeniorJherek Healy is a consultant and advisor based in Ireland with eight years of professional experience, specializing in quantitative finance for equity derivatives. He is the author of "Applied Quantitative Finance for Equity Derivatives," signaling a strong blend of domain expertise and technical aptitude. As a consultant since 2005, he brings sustained advisory experience across financial engineering challenges and product implementation. Colleagues can expect a practitioner who translates complex quantitative models into actionable solutions for trading and risk workflows. Despite a low public footprint on GitHub, his published work underscores a commitment to practical, research-informed approaches in finance.
8 years of coding experience
Github Skills (32)
julia9
root-finding8
sampling8
lattice6
statistical-tests5
java5
math5
generator5
chemical-engineering4
algebra4
snl-applications4
fluid-simulation4
petsc4
apache-commons4
parallel-computing4
Programming languages (3)
Github contributions (5)
jherekhealy/CharFuncPricing.jl
Jun 2020 - Oct 2022
Julia package to provide reference European option prices for stochastic volatility models with a known characteristic function, such as the Heston stochastic volatility model.
Contributions:53 commits, 11 PRs, 78 pushes in 2 years 5 months
julia
jherekhealy/AQFED.jl
Dec 2020 - Oct 2022
Julia package for the book "Applied Quantitative Finance for Equity Derivatives"
Contributions:63 commits, 57 pushes, 3 branches in 1 year 11 months
julia
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