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Head of Global Fixed Income Quantitative Research’ at Nomura
Paul began his career in finance in 2000 and has been at Nomura since 2008. During his time at Nomura he has worked on exotic rates models, business resource management, and flow rates etrading, and in 2017 he became head of the global fixed income quant team. Highlights include the development of the CMS Triangle Arbitrage trade in 2010, helping to build the XVA business, and managing the flow rates etrading quant team. Prior to working in finance, Paul was a theoretical physicist, and in 2015 he returned to academia in the Mathematics department at UCL, with research interests in applying quantum group methods to IR-FX hybrid derivative pricing.