Brief Biography

Paul Darbyshire gained his PhD in Theoretical Physics from King’s College London and then began his career working has a Quantitative Analyst and Trader at HSBC on the Exotic Derivatives and Structured Products desk in both London and on Wall Street.

He has subsequently been involved in the development and implementation of a range of quantitative analysis, trading and risk management systems for a number of top-tier investment banks around the globe.

Since 2005, Paul has been responsible for the research and analysis of cutting edge algorithms in the development of behavioural finance and decision making models at the University of Oxford.

Paul also provides many private equity firms, hedge funds and asset management companies with consultancy in areas such as dynamic portfolio optimisation, trading platform design, software engineering and risk management.