Ryan Mccrickerd
Interest Rates Quant
United Kingdom
Summary
👤
Senior🎓
Top SchoolRyan Mccrickerd is an interest rates quant with nine years of experience blending deep mathematical theory and practical pricing expertise across sell-side and consultancy roles. He holds a PhD in Mathematics from Imperial College and advanced training from Cambridge and Oxford, and has co-authored foundational research on XVA pricing adjustments while at Barclays. Ryan’s background spans director-level advisory work in treasury and risk at Chatham Financial and JC Rathbone, to academic collaboration as an invited visitor at Imperial, reflecting a rare mix of market-facing delivery and rigorous research. His mathematical interests in irregular/random ODEs and functional analysis inform innovative approaches to model risk and pricing, and he is known for translating abstract limits and continuity insights into robust quant frameworks.
9 years of coding experience
11 years of employment as a software developer
A-Levels, Maths (x3), Physics, Chemistry, A-Levels, Maths (x3), Physics, Chemistry at Warwick SchoolMA, Mathematics, MA, Mathematics at University of OxfordPhD, Mathematics, PhD, Mathematics at Imperial College LondonPart III, Mathematics, Part III, Mathematics at University of Cambridge
Stackoverflow
1reputation
0reached
0answers
0questions
Github Skills (2)
python4
rates3
Github contributions (5)
ryanmccrickerd/rough_bergomi
Aug 2017 - Sep 2018
Contributions:7 commits, 6 pushes, 1 branch in 1 year 1 month
ryanmccrickerd/frh-fx
May 2018 - May 2018
Contributions:15 commits, 12 pushes, 1 branch in 4 days
Find and Hire Top DevelopersWe’ve analyzed the programming source code of over 60 million software developers on GitHub and scored them by 50,000 skills. Sign-up on Prog,AI to search for software developers.