Mark Dorman Email
Quantitative Analyst @ BlueCrest Capital Management
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Mark Dorman Location
- London, GB
Mark Dorman Work
- 2019 -now Quantitative Analyst @
- 2018 -2019 Developer @
- 2013 -2018 Derivatives Pricing Technology @
- 2011 -2013 Intraday Risk Developer @
- 2010 -2011 Developer @
- 2008 -2010 Postdoctoral Researcher @
Mark Dorman Education
- University College London, U. of London
PhD (High Energy Particle Physics)
2004-2008 - University of Warwick
MPhys (Mathematics and Physics)
2000-2004 - King Edwards, Birmingham (Secondary School) 1993-2000
Mark Dorman Skills
- Algorithm Design
- Multivariate Statistics
- Machine Learning
- Data Analysis
- Mathematics
- Physics
- Quantitative Analysis
- Pattern Recognition
- Particle Physics
- Java
- C++
- SQL
- Oracle Coherence
- Data Mining
- Monte Carlo Simulation
- Credit Risk
- Technical Presentations
- Spring
- Unit Testing
- Linux
- Financial Instruments
- Hibernate
- Market Risk
- Software Architectural Design
- Low Latency
- TCP/IP
- JMS
- Web Services
- Numerical Analysis
- Derivatives
- Algorithms
- Pricing
Mark Dorman Summary
- Mark Dorman, based in London, GB, is currently a Quantitative Analyst at BlueCrest Capital Management. Mark Dorman brings experience from previous roles at BlueCrest Capital Management, J.P. Morgan, Credit Suisse and ION Trading. Mark Dorman holds a 2004 - 2008 PhD in High Energy Particle Physics @ University College London, U. of London. With a robust skill set that includes Algorithm Design, Multivariate Statistics, Machine Learning, Data Analysis, Mathematics and more. Mark Dorman has 2 emails on RocketReach.
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