Contractor — AI Safety Research
Oct 2025 – Present Deloitte LLP (client: AI Safety Institute (UK)) — London
Contracting through Deloitte on a research project for the UK AI Safety Institute, designing and stress-testing recursive debate frameworks for AI safety. Focus on the formal structure of honest vs. dishonest debaters, separation of ground truth from main claims, and the construction of high-difficulty obfuscated arguments to evaluate robustness against hidden flaws and verification intractability.
Model Validation Quantitative Analyst (VP)
Nov 2021 – Feb 2025 Citi — London
Independent model validation of equity and equity-rates-hybrid base and product models, covering first-time validations, re-validations and model-change workflows. Owned the end-to-end validation lifecycle from materiality assessment through independent testing to validation report and ongoing performance monitoring.
Quantitative Analyst (Manager → Senior Manager)
Feb 2017 – Nov 2021 Deloitte LLP — London
Quantitative consulting across multiple investment-bank clients, progressing from Manager to Senior Manager. Engagements spanned front-office equity-derivatives model validation, counterparty credit risk internal-model review, regulatory stress-testing validation, and a Libor-transition library upgrade.
Quantitative Developer
Jun 2015 – Feb 2017 SunGard (now FIS) — Oxfordshire, U.K.
Quantitative developer on SunGard / FIS's Adaptiv counterparty-credit-risk product suite, consulting to bank clients on regulatory CCR implementations.
Assistant Quantitative Analyst
Dec 2014 – Jun 2015 VTB Capital PLC — 14 Cornhill, London
Counterparty-credit-risk quant in the Quantitative Risk Management Group, calibrating risk-factor models and supporting UAT of the bank's PFE simulation platform.