Senior Software Engineer @ Timelio (December 2020 - October 2023)
Lead Software Engineer @ (November 2018 - October 2020)
Senior Technical Consultant @ (March 2014 - December 2016)
Principal Developer @ (October 2023 - August 2024)
Technical Team Lead @ (February 2017 - November 2018)
Vice President (Commodities risk technology) @ (July 2011 - March 2014)
Development Team Lead @ (October 2008 - June 2011)
Team Lead (Quantitative Development) @ Lehman Brothers (February 2008 - October 2008)
Senior Front Office Developer @ (December 2005 - January 2008)
Developer @ (March 2004 - December 2005)
Developer and System Administrator @ (March 2003 - March 2004)
Marie Curie Research Fellow @ (October 2000 - October 2002)
Keith McGrath Education
Queen's University Belfast
PhD (Physics)
1997-2000
Queen's University Belfast
BSc (Physics)
1994-1997
Abbey Grammar School
(A Levels)
1987-1994
Keith McGrath Skills
Derivatives
Interest Rate Derivatives
Investment Banking
Commodity
Java
Credit Derivatives
Options
Financial Risk
Trading Systems
FX Options
Risk Management
Python
C++
C#
Grid Computing
Market Risk
Fixed Income
Software Development
Valuation
Quantitative Finance
Keith McGrath Summary
Keith McGrath, based in Melbourne, VIC, AU, is currently a Senior Technical Consultant at Kmart Australia Limited. Keith McGrath brings experience from previous roles at Timelio, Smart Asset Software, Markel International and 6clicks. Keith McGrath holds a 1997 - 2000 PhD in Physics @ Queen's University Belfast. With a robust skill set that includes Derivatives, Interest Rate Derivatives, Investment Banking, Commodity, Java and more. Keith McGrath has 4 emails on RocketReach.
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