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| Key members of the BoundaryRider team | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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Dr Robert Bursill
Director of High Performance Computing Dr Bursill leads our High Performance Computing group and is in charge of optimising our range of simulation-based exposure calculation methods. He is also in charge of a team developing numerical models for pricing complex Interest Rate Exotics. Robert also consults extensively in the areas of model review/validation, pricing function performance optimisation and front office quantitative pricing. For example, at one of the major Australian banks, CBA, he played a key role in an independent review of their Operational Risk System. Dr Bursill was also heavily involved in the validation of some 70 or so pricing models in CBA's Market Risk Engine (C-SPARQ), and has carried out numerous validation projects for CBA's front office pricing and valuation (P&L) systems, such as Fenics, Murex, Imagine and Brady Trinity. Robert joined the BoundaryRider team in 2003 after establishing himself as a leading computational scientist with significant contributions in Quantum Chemistry, Computational Condensed Matter Physics and Lattice Gauge Theory. He holds an Associate Professorship at UNSW where he is currently Director of High Performance Computing. Robert has an honours degree in Maths and Physics and a PhD in Mathematics from Melbourne University. |
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