Associate In Model Risk Management (ML Quantitative Researcher)
London, England, United Kingdom
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Summary
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Senior
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Top School
Simon Thomas is an ML-focused quantitative researcher and Associate in Model Risk Management at Goldman Sachs, bringing eight years of research and applied experience at the intersection of thermodynamics, extreme value theory and machine learning. He recently completed a PhD at Cambridge studying storm surge and tropical cyclone extremes, and has translated that domain expertise into validating and benchmarking AI/ML models for high-stakes financial workflows. His background spans hands-on deep-learning downscaling for RMS, probabilistic ML and Gaussian processes for sea-surface height analysis, and developing multi-agent automation for model validation. Comfortable with large geophysical datasets and uncertainty quantification, he combines rigorous academic training with practical model-risk engineering in London. An unexpected strength is his track record of turning physically motivated numerical models into cheaply approximated ML surrogates while probing their behaviour at extremes.
8 years of coding experience
1 year of employment as a software developer
Fettes College
Doctor of Philosophy - PhD Department of Applied Mathematics and Theoretical Physics, Doctor of Philosophy - PhD Department of Applied Mathematics and Theoretical Physics at University of Cambridge
Replication of Seager et al. (2019) Nat. Clim. Chan. They used a simple-as-possible coupled model to explain the bias in the nino3.4 trend in climate models (CMIP5). This repository replicates/reproduces their work, shows that it also applies to CMIP6, and varies some of the parameters.
Contributions:1 release, 969 commits, 43 PRs in 1 year 11 months
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